+258.8%
STLD vs ALM
+396.4%
-137.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.3% |
| 7D | -11.1% | -6.7% | -4.5% | -10.8% |
| 30D | -4.8% | -32.9% | +28.1% | -2.8% |
| 3M | -14.6% | -39.5% | +24.9% | -12.6% |
| 6M | -7.4% | -62.0% | +54.6% | -3.4% |
| YTD | +32.6% | -7.8% | +40.4% | +32.1% |
| 1Y | +47.3% | +26.7% | +20.6% | +44.5% |
| 3Y | +107.5% | +825.4% | -717.8% | +79.2% |
| All | +258.8% | +396.4% | -137.6% | +214.2% |
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 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