+292.6%
STLD vs ALLY
+1.6%
+291.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | +3.7% | -0.5% | +1.7% |
| 30D | -9.0% | -2.3% | -6.7% | -8.1% |
| 3M | -12.4% | +3.8% | -16.2% | -13.8% |
| 6M | +25.5% | +9.7% | +15.8% | +20.4% |
| YTD | +43.6% | -1.4% | +45.0% | +43.2% |
| 1Y | +87.2% | +8.2% | +79.0% | +79.2% |
| 3Y | +135.2% | +66.5% | +68.8% | +86.7% |
| All | +292.6% | +1.6% | +291.0% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling