+58.5%
STLD vs SBAC
-2.9%
+61.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | -0.5% | -2.8% | +2.3% | -0.5% |
| 30D | -0.1% | +3.1% | -3.2% | 0.0% |
| 3M | -9.2% | +5.1% | -14.3% | -9.2% |
| 6M | +1.8% | -11.4% | +13.2% | +2.0% |
| YTD | +42.1% | +0.2% | +41.9% | +43.1% |
| 1Y | +58.5% | -3.9% | +62.4% | +61.3% |
| All | +58.5% | -2.9% | +61.4% | +61.3% |
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