+782.2%
STLD vs SAN
+267.2%
+514.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.1% | -4.0% | -0.9% |
| 7D | -9.7% | +8.7% | -18.4% | -13.6% |
| 30D | -4.5% | -6.5% | +2.0% | -1.8% |
| 3M | -13.1% | -14.2% | +1.1% | -6.8% |
| 6M | -2.8% | +2.7% | -5.5% | -5.3% |
| YTD | +35.3% | +8.9% | +26.5% | +26.1% |
| 1Y | +51.4% | +23.4% | +28.0% | +32.1% |
| 3Y | +117.9% | +257.9% | -140.0% | +3.7% |
| 5Y | +272.6% | +297.8% | -25.2% | +59.9% |
| 10Y | +782.2% | +259.6% | +522.6% | +287.0% |
| All | +782.2% | +267.2% | +514.9% | +287.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling