+740.9%
STLD vs RUN
+68.6%
+672.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | +2.9% | -13.5% | +16.5% | +4.5% |
| 30D | -5.6% | +18.3% | -23.9% | -8.0% |
| 3M | -11.7% | -12.5% | +0.7% | -11.1% |
| 6M | -2.8% | -40.3% | +37.5% | +1.7% |
| YTD | +36.4% | -53.1% | +89.5% | +44.0% |
| 1Y | +50.0% | -54.3% | +104.3% | +58.4% |
| 3Y | +122.3% | -6.5% | +128.8% | +79.4% |
| 5Y | +273.2% | -85.3% | +358.5% | +278.8% |
| All | +740.9% | +68.6% | +672.3% | +311.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling