+1,081.9%
STLD vs SAN
+347.3%
+734.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +3.1% | +1.8% | +1.4% | +2.3% |
| 30D | -9.0% | +2.0% | -11.0% | -9.8% |
| 3M | -12.4% | +19.7% | -32.1% | -20.3% |
| 6M | +25.5% | +30.6% | -5.1% | +8.7% |
| YTD | +43.6% | +28.8% | +14.8% | +24.0% |
| 1Y | +87.2% | +57.8% | +29.4% | +45.1% |
| 3Y | +135.2% | +338.1% | -202.9% | +1.6% |
| 5Y | +290.9% | +384.2% | -93.3% | +52.7% |
| All | +1,081.9% | +347.3% | +734.6% | +352.9% |
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