+86.7%
SYY vs STLD
+761.4%
-674.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +2.1% |
| 7D | +0.3% | +2.9% | -2.6% | -0.6% |
| 30D | -4.8% | -5.6% | +0.8% | -3.4% |
| 3M | -7.1% | -11.7% | +4.7% | -4.3% |
| 6M | +6.8% | -2.8% | +9.6% | +6.0% |
| YTD | +7.7% | +36.4% | -28.8% | -4.6% |
| 1Y | +5.7% | +50.0% | -44.3% | -9.3% |
| 3Y | +24.6% | +122.3% | -97.8% | -10.4% |
| 5Y | +15.6% | +273.2% | -257.6% | -36.4% |
| All | +86.7% | +761.4% | -674.7% | -36.5% |
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