+58.5%
STLD vs SM
+72.9%
-14.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.3% | +1.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | -0.1% | -17.3% | +17.3% | +0.1% |
| 3M | -9.2% | -3.6% | -5.6% | -9.0% |
| 6M | +1.8% | +2.9% | -1.1% | +1.3% |
| YTD | +42.1% | +70.2% | -28.1% | +28.2% |
| 1Y | +58.5% | +66.5% | -8.0% | +42.8% |
| All | +58.5% | +72.9% | -14.4% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling