+782.2%
STLD vs ALM
+2,221.4%
-1,439.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +1.8% |
| 7D | -9.7% | +0.7% | -10.4% | -9.7% |
| 30D | -4.5% | -26.1% | +21.5% | -3.5% |
| 3M | -13.1% | -38.1% | +25.0% | -11.7% |
| 6M | -2.8% | -55.4% | +52.7% | -0.3% |
| YTD | +35.3% | -0.4% | +35.7% | +34.4% |
| 1Y | +51.4% | +25.4% | +26.0% | +49.0% |
| 3Y | +117.9% | +907.8% | -789.8% | +96.3% |
| 5Y | +272.6% | +440.2% | -167.6% | +237.8% |
| 10Y | +782.2% | +2,031.1% | -1,249.0% | +715.7% |
| All | +782.2% | +2,221.4% | -1,439.2% | +715.7% |
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