+1,309.6%
STLD vs RUN
-30.6%
+1,340.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.8% |
| 7D | -0.5% | +3.2% | -3.7% | -1.1% |
| 30D | -0.1% | +19.5% | -19.6% | -2.6% |
| 3M | -9.2% | -9.6% | +0.4% | -8.8% |
| 6M | +1.8% | -37.3% | +39.1% | +5.6% |
| YTD | +42.1% | -50.7% | +92.8% | +48.8% |
| 1Y | +58.5% | -54.1% | +112.6% | +66.8% |
| 3Y | +128.2% | -3.9% | +132.1% | +88.3% |
| 5Y | +288.2% | -84.4% | +372.6% | +287.3% |
| 10Y | +799.8% | +77.5% | +722.3% | +466.8% |
| All | +1,309.6% | -30.6% | +1,340.1% | +806.8% |
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