+1,242.2%
STLD vs RUN
-25.4%
+1,267.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.4% |
| 7D | -9.7% | +18.1% | -27.7% | -11.5% |
| 30D | -4.5% | +27.5% | -32.0% | -7.5% |
| 3M | -13.1% | -4.5% | -8.6% | -13.2% |
| 6M | -2.8% | -33.3% | +30.6% | +0.4% |
| YTD | +35.3% | -47.1% | +82.4% | +40.7% |
| 1Y | +51.4% | -43.1% | +94.5% | +55.6% |
| 3Y | +117.9% | -3.0% | +120.9% | +80.2% |
| 5Y | +272.6% | -82.6% | +355.2% | +267.0% |
| 10Y | +782.2% | +103.3% | +678.8% | +449.8% |
| All | +1,242.2% | -25.4% | +1,267.6% | +757.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling