+9.3%
SYY vs STLD
+255.4%
-246.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -7.3% | -11.1% | +3.8% | -5.6% |
| 30D | +0.1% | -4.8% | +4.9% | +0.7% |
| 3M | -8.2% | -14.6% | +6.3% | -6.3% |
| 6M | +6.3% | -7.4% | +13.7% | +6.7% |
| YTD | +7.3% | +32.6% | -25.2% | +0.9% |
| 1Y | +8.5% | +47.3% | -38.9% | 0.0% |
| 3Y | +24.9% | +107.5% | -82.6% | +5.2% |
| All | +9.3% | +255.4% | -246.1% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling