+852.5%
STLD vs SFM
+138.2%
+714.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.3% |
| 7D | -11.1% | -1.2% | -9.9% | -11.0% |
| 30D | -4.8% | -24.8% | +20.0% | -1.1% |
| 3M | -14.6% | -43.7% | +29.1% | -6.8% |
| 6M | -7.4% | -37.3% | +29.9% | -1.8% |
| YTD | +32.6% | -38.4% | +70.9% | +39.9% |
| 1Y | +47.3% | -36.9% | +84.2% | +54.5% |
| 3Y | +107.5% | +20.7% | +86.9% | +83.5% |
| 5Y | +268.8% | +103.5% | +165.4% | +185.0% |
| All | +852.5% | +138.2% | +714.3% | +580.7% |
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