+292.6%
STLD vs ALM
+951.0%
-658.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | +3.1% | -2.6% | +5.8% | +3.3% |
| 30D | -9.0% | +32.0% | -41.0% | -10.5% |
| 3M | -12.4% | -15.0% | +2.7% | -12.2% |
| 6M | +25.5% | -10.1% | +35.6% | +24.8% |
| YTD | +43.6% | +99.4% | -55.8% | +37.6% |
| 1Y | +87.2% | +316.4% | -229.2% | +73.0% |
| 3Y | +135.2% | +2,022.0% | -1,886.7% | +93.6% |
| All | +292.6% | +951.0% | -658.4% | +228.7% |
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