+106.6%
STLD vs M
+110.5%
-3.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.9% | -1.7% | -6.5% |
| 7D | -12.5% | -2.1% | -10.3% | -12.1% |
| 30D | -6.8% | +7.7% | -14.5% | -8.3% |
| 3M | -16.4% | -4.4% | -12.0% | -15.9% |
| 6M | -6.1% | +27.5% | -33.6% | -10.7% |
| YTD | +32.0% | +12.8% | +19.2% | +28.0% |
| 1Y | +45.5% | +20.7% | +24.8% | +39.3% |
| All | +106.6% | +110.5% | -3.9% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling