+1,867.1%
STLD vs ALM
+3,431.9%
-1,564.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.6% | +2.0% | -7.5% |
| 7D | -12.5% | -14.5% | +2.0% | -12.4% |
| 30D | -6.8% | -39.0% | +32.2% | -6.6% |
| 3M | -16.4% | -40.3% | +23.9% | -16.2% |
| 6M | -6.1% | -60.3% | +54.2% | -5.8% |
| YTD | +32.0% | -9.8% | +41.7% | +31.9% |
| 1Y | +45.5% | +30.8% | +14.8% | +45.2% |
| 3Y | +106.5% | +772.4% | -665.9% | +104.2% |
| 5Y | +267.2% | +390.7% | -123.6% | +263.3% |
| 10Y | +878.9% | +2,028.5% | -1,149.6% | +862.5% |
| All | +1,867.1% | +3,431.9% | -1,564.8% | +1,806.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling