+740.9%
STLD vs RY
+351.1%
+389.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.1% |
| 7D | +2.9% | +0.6% | +2.4% | +2.3% |
| 30D | -5.6% | +5.0% | -10.6% | -10.2% |
| 3M | -11.7% | -5.3% | -6.4% | -7.0% |
| 6M | -2.8% | +13.8% | -16.6% | -15.2% |
| YTD | +36.4% | +21.0% | +15.5% | +11.9% |
| 1Y | +50.0% | +40.5% | +9.5% | +5.5% |
| 3Y | +122.3% | +159.7% | -37.3% | -19.6% |
| 5Y | +273.2% | +124.3% | +148.9% | +57.6% |
| All | +740.9% | +351.1% | +389.8% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling