+277.1%
STLD vs ALLY
-10.0%
+287.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.6% |
| 7D | +2.9% | +0.4% | +2.6% | +2.7% |
| 30D | -5.6% | +5.2% | -10.8% | -7.6% |
| 3M | -11.7% | -13.3% | +1.6% | -6.8% |
| 6M | -2.8% | -6.7% | +3.9% | -0.6% |
| YTD | +36.4% | -12.8% | +49.3% | +42.5% |
| 1Y | +50.0% | +0.7% | +49.3% | +47.7% |
| 3Y | +122.3% | +65.2% | +57.1% | +77.7% |
| All | +277.1% | -10.0% | +287.1% | +294.3% |
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