+8,153.7%
STLD vs SAN
+1,342.8%
+6,810.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +3.1% | +1.8% | +1.4% | +2.2% |
| 30D | -9.0% | +2.0% | -11.0% | -9.9% |
| 3M | -12.4% | +19.7% | -32.1% | -20.6% |
| 6M | +25.5% | +30.6% | -5.1% | +8.1% |
| YTD | +43.6% | +28.8% | +14.8% | +23.3% |
| 1Y | +87.2% | +57.8% | +29.4% | +44.0% |
| 3Y | +135.2% | +338.1% | -202.9% | +1.0% |
| 5Y | +290.9% | +384.2% | -93.3% | +52.4% |
| 10Y | +1,113.5% | +353.1% | +760.3% | +358.4% |
| All | +8,153.7% | +1,342.8% | +6,810.9% | +1,747.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling