+1,324.3%
STLD vs RUN
-31.9%
+1,356.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +3.1% | +1.3% | +1.9% | +3.0% |
| 30D | -9.0% | -15.3% | +6.3% | -7.5% |
| 3M | -12.4% | -40.0% | +27.6% | -7.9% |
| 6M | +25.5% | -27.0% | +52.5% | +28.5% |
| YTD | +43.6% | -51.7% | +95.3% | +51.7% |
| 1Y | +87.2% | -45.9% | +133.1% | +93.6% |
| 3Y | +135.2% | -43.8% | +179.0% | +110.1% |
| 5Y | +290.9% | -80.5% | +371.4% | +277.6% |
| 10Y | +1,113.5% | +45.3% | +1,068.2% | +679.1% |
| All | +1,324.3% | -31.9% | +1,356.2% | +824.6% |
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 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