+852.5%
STLD vs SBAC
+93.8%
+758.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.8% |
| 7D | -11.1% | +1.2% | -12.3% | -11.4% |
| 30D | -4.8% | +11.2% | -16.0% | -6.8% |
| 3M | -14.6% | +4.5% | -19.0% | -15.4% |
| 6M | -7.4% | -12.2% | +4.8% | -5.6% |
| YTD | +32.6% | -0.1% | +32.7% | +30.9% |
| 1Y | +47.3% | -0.3% | +47.6% | +45.4% |
| 3Y | +107.5% | -8.7% | +116.3% | +104.3% |
| 5Y | +268.8% | -40.2% | +309.0% | +298.6% |
| All | +852.5% | +93.8% | +758.8% | +860.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling