+129.8%
STLD vs SFM
+25.7%
+104.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +6.9% | -0.4% | +7.3% | +6.9% |
| 30D | -1.5% | -19.2% | +17.8% | -0.3% |
| 3M | -9.7% | -40.3% | +30.6% | -6.0% |
| 6M | +2.3% | -40.9% | +43.2% | +6.3% |
| YTD | +41.0% | -35.5% | +76.5% | +44.0% |
| 1Y | +51.8% | -37.4% | +89.3% | +55.7% |
| All | +129.8% | +25.7% | +104.1% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling