+60.1%
STLD vs SAN
+23.5%
+36.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.5% | -5.0% |
| 7D | -3.9% | +4.5% | -8.5% | -5.3% |
| 30D | -0.4% | -12.1% | +11.7% | +4.0% |
| 3M | -9.2% | -15.6% | +6.3% | -4.0% |
| 6M | +5.0% | +5.8% | -0.8% | +2.8% |
| YTD | +42.8% | +5.5% | +37.3% | +34.1% |
| 1Y | +60.1% | +23.6% | +36.5% | +41.0% |
| All | +60.1% | +23.5% | +36.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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