+84.6%
SYY vs STLD
+790.2%
-705.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +1.3% | +6.9% | -5.5% | -0.7% |
| 30D | -3.5% | -1.5% | -2.1% | -3.3% |
| 3M | -9.3% | -9.7% | +0.4% | -7.2% |
| 6M | +5.9% | +2.3% | +3.6% | +3.5% |
| YTD | +6.5% | +41.0% | -34.6% | -6.6% |
| 1Y | +4.0% | +51.8% | -47.8% | -10.9% |
| 3Y | +23.0% | +126.4% | -103.5% | -11.9% |
| 5Y | +14.3% | +285.7% | -271.4% | -37.7% |
| All | +84.6% | +790.2% | -705.7% | -37.8% |
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