+87.2%
STLD vs AS
-21.9%
+109.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.4% |
| 7D | +3.1% | -4.9% | +8.0% | +4.3% |
| 30D | -9.0% | -19.6% | +10.6% | -4.2% |
| 3M | -12.4% | -14.4% | +2.0% | -9.6% |
| 6M | +25.5% | -20.1% | +45.6% | +30.4% |
| YTD | +43.6% | -20.9% | +64.6% | +48.9% |
| 1Y | +87.2% | -21.9% | +109.0% | +92.9% |
| All | +87.2% | -21.9% | +109.1% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling