+272.6%
STLD vs M
-2.8%
+275.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +0.1% |
| 7D | -9.7% | +2.5% | -12.2% | -10.4% |
| 30D | -4.5% | +10.1% | -14.6% | -7.0% |
| 3M | -13.1% | -0.9% | -12.2% | -13.3% |
| 6M | -2.8% | +30.2% | -32.9% | -9.7% |
| YTD | +35.3% | +16.3% | +19.0% | +28.7% |
| 1Y | +51.4% | +27.0% | +24.4% | +40.6% |
| 3Y | +117.9% | +154.5% | -36.5% | +55.7% |
| 5Y | +272.6% | -1.1% | +273.7% | +223.7% |
| All | +272.6% | -2.8% | +275.4% | +223.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling