+787.1%
STLD vs ALM
+2,040.7%
-1,253.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.2% | +11.0% | +4.1% |
| 7D | -4.7% | -6.3% | +1.7% | -4.4% |
| 30D | -0.9% | -31.4% | +30.5% | +0.5% |
| 3M | -11.9% | -40.6% | +28.7% | -10.3% |
| 6M | +0.9% | -58.6% | +59.5% | +3.7% |
| YTD | +40.4% | -7.6% | +48.0% | +39.8% |
| 1Y | +56.6% | +13.8% | +42.7% | +54.6% |
| 3Y | +125.5% | +842.1% | -716.7% | +103.2% |
| 5Y | +292.8% | +407.4% | -114.6% | +256.3% |
| 10Y | +787.1% | +2,079.4% | -1,292.3% | +708.2% |
| All | +787.1% | +2,040.7% | -1,253.6% | +708.2% |
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