+258.8%
STLD vs M
-11.5%
+270.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.0% | +1.6% |
| 7D | -11.1% | -4.3% | -6.9% | -10.3% |
| 30D | -4.8% | +1.3% | -6.1% | -5.3% |
| 3M | -14.6% | -7.4% | -7.2% | -13.3% |
| 6M | -7.4% | +18.3% | -25.7% | -12.0% |
| YTD | +32.6% | +7.6% | +25.0% | +28.5% |
| 1Y | +47.3% | +17.4% | +29.9% | +39.5% |
| 3Y | +107.5% | +108.4% | -0.8% | +56.8% |
| All | +258.8% | -11.5% | +270.3% | +218.9% |
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