+9,583.5%
STLD vs SBAC
+2,208.1%
+7,375.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +3.1% | -0.8% | +3.9% | +3.3% |
| 30D | -9.0% | +6.9% | -15.9% | -10.2% |
| 3M | -12.4% | -8.2% | -4.1% | -11.1% |
| 6M | +25.5% | -1.6% | +27.1% | +24.6% |
| YTD | +43.6% | -0.1% | +43.7% | +41.9% |
| 1Y | +87.2% | -0.5% | +87.6% | +84.8% |
| 3Y | +135.2% | -9.1% | +144.3% | +132.6% |
| 5Y | +290.9% | -43.8% | +334.7% | +321.0% |
| 10Y | +1,113.5% | +80.5% | +1,032.9% | +914.4% |
| All | +9,583.5% | +2,208.1% | +7,375.3% | +5,058.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling