+50.9%
STLD vs ALM
+21.0%
+29.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +1.4% |
| 7D | -9.7% | +0.7% | -10.4% | -9.7% |
| 30D | -4.5% | -26.1% | +21.5% | -2.3% |
| 3M | -13.1% | -38.1% | +25.0% | -10.3% |
| 6M | -2.8% | -55.4% | +52.7% | +2.3% |
| YTD | +35.3% | -0.4% | +35.7% | +39.5% |
| All | +50.9% | +21.0% | +29.9% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling