+288.2%
STLD vs ALM
+456.2%
-168.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.5% | -7.2% | +6.7% | -0.1% |
| 30D | -0.1% | -26.4% | +26.3% | +1.5% |
| 3M | -9.2% | -38.6% | +29.5% | -7.2% |
| 6M | +1.8% | -61.0% | +62.7% | +5.9% |
| YTD | +42.1% | -7.4% | +49.5% | +41.6% |
| 1Y | +58.5% | +14.0% | +44.6% | +56.2% |
| 3Y | +128.2% | +844.4% | -716.2% | +96.9% |
| 5Y | +288.2% | +410.8% | -122.6% | +236.9% |
| All | +288.2% | +456.2% | -168.0% | +236.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling