+267.2%
STLD vs M
-6.1%
+273.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.9% | -1.7% | -6.1% |
| 7D | -12.5% | -2.1% | -10.3% | -12.1% |
| 30D | -6.8% | +7.7% | -14.5% | -8.7% |
| 3M | -16.4% | -4.4% | -12.0% | -15.8% |
| 6M | -6.1% | +27.5% | -33.6% | -12.3% |
| YTD | +32.0% | +12.8% | +19.2% | +26.5% |
| 1Y | +45.5% | +20.7% | +24.8% | +36.9% |
| 3Y | +106.5% | +111.3% | -4.8% | +55.8% |
| 5Y | +267.2% | -6.3% | +273.5% | +222.5% |
| All | +267.2% | -6.1% | +273.3% | +222.5% |
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