+7,518.6%
STLD vs SAN
+1,048.6%
+6,470.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.6% |
| 7D | -11.1% | +4.9% | -16.0% | -13.6% |
| 30D | -4.8% | -13.0% | +8.2% | +1.8% |
| 3M | -14.6% | -18.9% | +4.3% | -5.4% |
| 6M | -7.4% | -4.1% | -3.3% | -6.6% |
| YTD | +32.6% | +2.6% | +30.0% | +27.2% |
| 1Y | +47.3% | +16.9% | +30.4% | +31.8% |
| 3Y | +107.5% | +239.1% | -131.5% | +1.4% |
| 5Y | +268.8% | +266.8% | +2.0% | +65.5% |
| 10Y | +883.3% | +246.0% | +637.3% | +325.5% |
| All | +7,518.6% | +1,048.6% | +6,470.0% | +1,806.0% |
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 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