+50.9%
STLD vs SM
+62.4%
-11.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.2% |
| 7D | -9.7% | -22.3% | +12.6% | -9.3% |
| 30D | -4.5% | -21.4% | +16.8% | -4.1% |
| 3M | -13.1% | +1.4% | -14.4% | -12.8% |
| 6M | -2.8% | +0.1% | -2.9% | -3.0% |
| YTD | +35.3% | +59.0% | -23.6% | +23.0% |
| All | +50.9% | +62.4% | -11.5% | +37.7% |
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