+125.5%
STLD vs SM
-12.9%
+138.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.3% | +3.4% |
| 7D | -4.7% | -19.5% | +14.8% | -0.3% |
| 30D | -0.9% | -20.2% | +19.3% | +3.5% |
| 3M | -11.9% | -6.5% | -5.4% | -11.7% |
| 6M | +0.9% | +1.6% | -0.7% | -2.3% |
| YTD | +40.4% | +61.2% | -20.8% | +15.0% |
| 1Y | +56.6% | +65.4% | -8.8% | +26.6% |
| 3Y | +125.5% | -13.0% | +138.5% | +112.2% |
| All | +125.5% | -12.9% | +138.3% | +112.2% |
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