+1,081.9%
STLD vs ALM
+2,950.3%
-1,868.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | +3.1% | -2.6% | +5.8% | +3.3% |
| 30D | -9.0% | +32.0% | -41.0% | -10.1% |
| 3M | -12.4% | -15.0% | +2.7% | -12.2% |
| 6M | +25.5% | -10.1% | +35.6% | +25.0% |
| YTD | +43.6% | +99.4% | -55.8% | +39.0% |
| 1Y | +87.2% | +316.4% | -229.2% | +76.1% |
| 3Y | +135.2% | +2,022.0% | -1,886.7% | +105.1% |
| 5Y | +290.9% | +941.2% | -650.3% | +245.1% |
| All | +1,081.9% | +2,950.3% | -1,868.5% | +922.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling