+8,153.7%
STLD vs RY
+7,387.5%
+766.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.0% |
| 7D | +3.1% | +3.1% | 0.0% | +0.6% |
| 30D | -9.0% | -0.3% | -8.7% | -8.6% |
| 3M | -12.4% | +8.7% | -21.0% | -18.1% |
| 6M | +25.5% | +28.5% | -3.0% | +2.2% |
| YTD | +43.6% | +25.1% | +18.5% | +19.5% |
| 1Y | +87.2% | +46.3% | +40.9% | +36.9% |
| 3Y | +135.2% | +154.9% | -19.7% | +7.4% |
| 5Y | +290.9% | +140.3% | +150.6% | +89.1% |
| 10Y | +1,113.5% | +377.0% | +736.4% | +253.8% |
| All | +8,153.7% | +7,387.5% | +766.2% | +723.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling