+292.6%
STLD vs SBAC
-43.7%
+336.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | -9.0% | +6.9% | -15.9% | -9.9% |
| 3M | -12.4% | -8.2% | -4.1% | -11.4% |
| 6M | +25.5% | -1.6% | +27.1% | +25.2% |
| YTD | +43.6% | -0.1% | +43.7% | +42.6% |
| 1Y | +87.2% | -0.5% | +87.6% | +85.8% |
| 3Y | +135.2% | -9.1% | +144.3% | +131.6% |
| All | +292.6% | -43.7% | +336.3% | +291.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling