+87.4%
SYY vs STLD
+779.4%
-692.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | -4.1% | -9.7% | +5.6% | -1.3% |
| 30D | +0.3% | -4.5% | +4.8% | +1.5% |
| 3M | -6.3% | -13.1% | +6.7% | -3.1% |
| 6M | +9.7% | -2.8% | +12.4% | +8.9% |
| YTD | +9.4% | +35.3% | -25.9% | -2.7% |
| 1Y | +7.3% | +51.4% | -44.1% | -8.1% |
| 3Y | +27.6% | +117.9% | -90.3% | -7.4% |
| 5Y | +12.5% | +272.6% | -260.0% | -38.0% |
| 10Y | +87.4% | +782.2% | -694.8% | -37.2% |
| All | +87.4% | +779.4% | -692.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling