+1,882.9%
STLD vs SFM
+46.8%
+1,836.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | +6.9% | -0.4% | +7.3% | +6.9% |
| 30D | -1.5% | -19.2% | +17.8% | +1.2% |
| 3M | -9.7% | -40.3% | +30.6% | -2.5% |
| 6M | +2.3% | -40.9% | +43.2% | +9.9% |
| YTD | +41.0% | -35.5% | +76.5% | +47.7% |
| 1Y | +51.8% | -37.4% | +89.3% | +59.8% |
| 3Y | +126.4% | +25.5% | +101.0% | +101.4% |
| 5Y | +285.7% | +113.0% | +172.7% | +202.2% |
| 10Y | +792.7% | +136.3% | +656.4% | +550.6% |
| All | +1,882.9% | +46.8% | +1,836.1% | +1,437.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling