+125.5%
STLD vs ALM
+830.0%
-704.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.8% |
| 3M | -11.9% | -40.6% | +28.7% | -9.9% |
| 6M | +0.9% | -58.6% | +59.5% | +4.4% |
| YTD | +40.4% | -7.6% | +48.0% | +41.0% |
| 1Y | +56.6% | +13.8% | +42.7% | +56.0% |
| 3Y | +125.5% | +842.1% | -716.7% | +117.1% |
| All | +125.5% | +830.0% | -704.5% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling