+60.1%
STLD vs RY
+46.4%
+13.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.1% | -5.2% |
| 7D | -3.9% | +2.5% | -6.4% | -5.6% |
| 30D | -0.4% | +8.4% | -8.8% | -6.3% |
| 3M | -9.2% | +1.2% | -10.4% | -9.5% |
| 6M | +5.0% | +19.4% | -14.4% | -9.1% |
| YTD | +42.8% | +25.4% | +17.4% | +14.8% |
| 1Y | +60.1% | +46.7% | +13.4% | +14.5% |
| All | +60.1% | +46.4% | +13.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling