+51.8%
STLD vs SM
+78.0%
-26.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.0% |
| 7D | +6.9% | +10.6% | -3.7% | +6.4% |
| 30D | -1.5% | -15.0% | +13.5% | -1.3% |
| 3M | -9.7% | +1.7% | -11.4% | -9.7% |
| 6M | +2.3% | +5.9% | -3.5% | +1.5% |
| YTD | +41.0% | +79.0% | -38.0% | +23.5% |
| 1Y | +51.8% | +84.7% | -32.8% | +32.1% |
| All | +51.8% | +78.0% | -26.1% | +32.1% |
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