+107.9%
STLD vs AS
+139.2%
-31.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.2% | -4.0% |
| 7D | -3.9% | +13.8% | -17.7% | -6.2% |
| 30D | -0.4% | +16.7% | -17.1% | -3.3% |
| 3M | -9.2% | -11.5% | +2.3% | -7.3% |
| 6M | +5.0% | -5.5% | +10.5% | +5.4% |
| YTD | +42.8% | -14.2% | +57.0% | +45.4% |
| 1Y | +60.1% | +2.1% | +58.0% | +57.6% |
| All | +107.9% | +139.2% | -31.2% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling