+292.6%
STLD vs M
+27.3%
+265.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.2% |
| 7D | +3.1% | +4.7% | -1.6% | +2.0% |
| 30D | -9.0% | -9.6% | +0.7% | -6.8% |
| 3M | -12.4% | +0.9% | -13.2% | -12.7% |
| 6M | +25.5% | +22.3% | +3.2% | +19.2% |
| YTD | +43.6% | +6.5% | +37.1% | +40.4% |
| 1Y | +87.2% | +38.8% | +48.4% | +71.4% |
| 3Y | +135.2% | +115.9% | +19.3% | +79.1% |
| All | +292.6% | +27.3% | +265.4% | +231.0% |
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