+1,080.4%
STLD vs RUN
+46.3%
+1,034.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.2% |
| 7D | +2.7% | +10.2% | -7.5% | +1.5% |
| 30D | -8.4% | -9.6% | +1.2% | -7.5% |
| 3M | -9.9% | -31.5% | +21.6% | -6.4% |
| 6M | +33.0% | -18.7% | +51.7% | +34.6% |
| YTD | +42.6% | -49.9% | +92.5% | +50.4% |
| 1Y | +80.8% | -45.5% | +126.3% | +87.2% |
| 3Y | +143.4% | -34.1% | +177.5% | +109.3% |
| 5Y | +293.4% | -79.4% | +372.8% | +277.2% |
| 10Y | +1,080.4% | +48.9% | +1,031.5% | +519.6% |
| All | +1,080.4% | +46.3% | +1,034.1% | +519.6% |
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