+139.1%
STLD vs SBAC
-8.8%
+147.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | -9.0% | +6.9% | -15.9% | -9.1% |
| 3M | -12.4% | -8.2% | -4.1% | -12.2% |
| 6M | +25.5% | -1.6% | +27.1% | +25.7% |
| YTD | +43.6% | -0.1% | +43.7% | +43.6% |
| 1Y | +87.2% | -0.5% | +87.6% | +87.2% |
| All | +139.1% | -8.8% | +147.9% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling