+267.2%
STLD vs ALLY
-7.4%
+274.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.3% | -6.2% | -7.1% |
| 7D | -12.5% | -1.1% | -11.3% | -12.1% |
| 30D | -6.8% | +4.2% | -11.0% | -8.5% |
| 3M | -16.4% | -12.4% | -4.0% | -12.0% |
| 6M | -6.1% | -8.7% | +2.6% | -3.2% |
| YTD | +32.0% | -11.6% | +43.6% | +37.2% |
| 1Y | +45.5% | +0.2% | +45.4% | +43.7% |
| 3Y | +106.5% | +57.1% | +49.4% | +68.2% |
| 5Y | +267.2% | -6.8% | +274.0% | +278.5% |
| All | +267.2% | -7.4% | +274.6% | +278.5% |
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