+1,919.4%
STLD vs SFM
+132.6%
+1,786.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.1% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | -9.0% | -4.4% | -4.6% | -8.4% |
| 3M | -12.4% | +1.5% | -13.9% | -13.2% |
| 6M | +25.5% | +6.5% | +19.0% | +22.2% |
| YTD | +43.6% | +2.2% | +41.4% | +40.6% |
| 1Y | +87.2% | -41.9% | +129.1% | +103.0% |
| 3Y | +135.2% | +106.8% | +28.5% | +93.9% |
| 5Y | +290.9% | +231.6% | +59.3% | +186.9% |
| 10Y | +1,113.5% | +258.4% | +855.0% | +728.7% |
| All | +1,919.4% | +132.6% | +1,786.9% | +1,363.3% |
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