+782.2%
STLD vs SM
+4.9%
+777.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.6% |
| 7D | -9.7% | -22.3% | +12.6% | -5.2% |
| 30D | -4.5% | -21.4% | +16.8% | -0.3% |
| 3M | -13.1% | +1.4% | -14.4% | -14.1% |
| 6M | -2.8% | +0.1% | -2.9% | -4.6% |
| YTD | +35.3% | +59.0% | -23.6% | +19.2% |
| 1Y | +51.4% | +64.3% | -13.0% | +32.1% |
| 3Y | +117.9% | -13.1% | +131.1% | +111.2% |
| 5Y | +272.6% | -13.9% | +286.5% | +247.5% |
| 10Y | +782.2% | +1.7% | +780.5% | +413.4% |
| All | +782.2% | +4.9% | +777.3% | +413.4% |
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