+60.1%
STLD vs SBAC
+2.4%
+57.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.9% | -3.0% |
| 7D | -3.9% | +5.8% | -9.8% | -3.9% |
| 30D | -0.4% | +20.8% | -21.2% | -0.5% |
| 3M | -9.2% | +4.8% | -14.0% | -9.2% |
| 6M | +5.0% | -9.1% | +14.1% | +5.2% |
| YTD | +42.8% | +3.1% | +39.7% | +43.5% |
| 1Y | +60.1% | +2.2% | +57.9% | +61.7% |
| All | +60.1% | +2.4% | +57.7% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling