+852.5%
STLD vs SM
+8.2%
+844.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -11.1% | -25.9% | +14.8% | -5.9% |
| 30D | -4.8% | -15.1% | +10.3% | -2.0% |
| 3M | -14.6% | +4.9% | -19.4% | -16.1% |
| 6M | -7.4% | +6.1% | -13.5% | -10.2% |
| YTD | +32.6% | +63.4% | -30.9% | +16.1% |
| 1Y | +47.3% | +72.5% | -25.1% | +27.3% |
| 3Y | +107.5% | -16.9% | +124.4% | +102.9% |
| 5Y | +268.8% | -10.6% | +279.5% | +241.5% |
| All | +852.5% | +8.2% | +844.3% | +459.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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