+122.3%
STLD vs SM
-3.9%
+126.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +2.9% | +9.4% | -6.5% | +0.9% |
| 30D | -5.6% | -14.4% | +8.8% | -2.8% |
| 3M | -11.7% | +1.6% | -13.3% | -13.1% |
| 6M | -2.8% | +6.3% | -9.1% | -6.6% |
| YTD | +36.4% | +78.8% | -42.3% | +9.1% |
| 1Y | +50.0% | +83.1% | -33.1% | +18.7% |
| 3Y | +122.3% | -5.9% | +128.2% | +105.4% |
| All | +122.3% | -3.9% | +126.3% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling