+787.1%
STLD vs SBAC
+103.9%
+683.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.7% |
| 7D | -4.7% | +3.6% | -8.3% | -5.3% |
| 30D | -0.9% | +4.9% | -5.8% | -2.0% |
| 3M | -11.9% | +6.5% | -18.3% | -13.1% |
| 6M | +0.9% | -11.1% | +12.0% | +2.7% |
| YTD | +40.4% | +0.9% | +39.5% | +38.3% |
| 1Y | +56.6% | -1.6% | +58.1% | +55.0% |
| 3Y | +125.5% | -7.0% | +132.5% | +120.8% |
| 5Y | +292.8% | -39.2% | +332.0% | +325.0% |
| 10Y | +787.1% | +111.4% | +675.7% | +651.9% |
| All | +787.1% | +103.9% | +683.2% | +651.9% |
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