+96.4%
SYY vs STLD
+1,072.4%
-976.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | -2.8% | +2.7% | -5.4% | -3.6% |
| 30D | -5.3% | -8.4% | +3.2% | -3.1% |
| 3M | +5.1% | -9.9% | +14.9% | +7.5% |
| 6M | -5.0% | +33.0% | -38.0% | -14.3% |
| YTD | +10.7% | +42.6% | -31.9% | -2.7% |
| 1Y | +0.7% | +80.8% | -80.1% | -18.4% |
| 3Y | +24.0% | +143.4% | -119.4% | -13.0% |
| 5Y | +19.3% | +293.4% | -274.1% | -35.2% |
| 10Y | +96.4% | +1,080.4% | -984.0% | -39.6% |
| All | +96.4% | +1,072.4% | -976.0% | -39.6% |
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