+285.7%
STLD vs SBAC
-40.9%
+326.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +6.9% | -2.7% | +9.6% | +7.2% |
| 30D | -1.5% | +3.3% | -4.7% | -2.0% |
| 3M | -9.7% | +3.3% | -13.0% | -10.3% |
| 6M | +2.3% | -10.9% | +13.3% | +3.7% |
| YTD | +41.0% | -1.0% | +42.0% | +40.0% |
| 1Y | +51.8% | -4.5% | +56.3% | +51.7% |
| 3Y | +126.4% | -8.7% | +135.2% | +122.4% |
| 5Y | +285.7% | -40.6% | +326.3% | +305.7% |
| All | +285.7% | -40.9% | +326.6% | +305.7% |
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 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