+1,081.9%
STLD vs M
-2.2%
+1,084.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.3% |
| 7D | +3.1% | +4.7% | -1.6% | +1.9% |
| 30D | -9.0% | -9.6% | +0.7% | -6.5% |
| 3M | -12.4% | +0.9% | -13.2% | -12.8% |
| 6M | +25.5% | +22.3% | +3.2% | +18.5% |
| YTD | +43.6% | +6.5% | +37.1% | +40.1% |
| 1Y | +87.2% | +38.8% | +48.4% | +69.7% |
| 3Y | +135.2% | +115.9% | +19.3% | +76.6% |
| 5Y | +290.9% | +28.6% | +262.2% | +216.2% |
| All | +1,081.9% | -2.2% | +1,084.1% | +689.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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