+782.2%
STLD vs SFM
+146.8%
+635.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | -9.7% | -10.2% | +0.6% | -8.1% |
| 30D | -4.5% | -23.9% | +19.3% | -1.0% |
| 3M | -13.1% | -42.3% | +29.2% | -5.6% |
| 6M | -2.8% | -40.1% | +37.4% | +4.1% |
| YTD | +35.3% | -37.8% | +73.1% | +42.5% |
| 1Y | +51.4% | -37.1% | +88.5% | +58.9% |
| 3Y | +117.9% | +21.5% | +96.4% | +92.5% |
| 5Y | +272.6% | +103.8% | +168.8% | +187.9% |
| 10Y | +782.2% | +142.0% | +640.2% | +524.1% |
| All | +782.2% | +146.8% | +635.4% | +524.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling