+53.0%
STLD vs M
+25.0%
+28.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | -0.5% | -3.3% | +2.8% | +0.4% |
| 30D | -0.1% | +8.1% | -8.2% | -2.2% |
| 3M | -9.2% | +2.2% | -11.4% | -9.7% |
| 6M | +1.8% | +35.1% | -33.4% | -7.2% |
| YTD | +42.1% | +15.8% | +26.3% | +35.0% |
| All | +53.0% | +25.0% | +28.0% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling