+7,484.2%
STLD vs SAN
+1,075.0%
+6,409.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.3% |
| 7D | -12.5% | +3.5% | -16.0% | -14.3% |
| 30D | -6.8% | -13.2% | +6.4% | -0.3% |
| 3M | -16.4% | -16.9% | +0.6% | -8.5% |
| 6M | -6.1% | +2.3% | -8.5% | -8.5% |
| YTD | +32.0% | +4.9% | +27.0% | +25.2% |
| 1Y | +45.5% | +20.4% | +25.1% | +28.2% |
| 3Y | +106.5% | +243.2% | -136.7% | +0.3% |
| 5Y | +267.2% | +275.3% | -8.1% | +62.9% |
| 10Y | +878.9% | +254.0% | +624.9% | +318.8% |
| All | +7,484.2% | +1,075.0% | +6,409.2% | +1,775.7% |
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