+8,153.7%
STLD vs SM
+755.1%
+7,398.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.9% |
| 7D | +3.1% | +0.1% | +3.1% | +3.1% |
| 30D | -9.0% | +26.3% | -35.3% | -15.1% |
| 3M | -12.4% | +8.7% | -21.0% | -15.5% |
| 6M | +25.5% | +51.7% | -26.2% | +8.1% |
| YTD | +43.6% | +99.0% | -55.4% | +14.0% |
| 1Y | +87.2% | +34.6% | +52.6% | +64.4% |
| 3Y | +135.2% | -7.8% | +143.0% | +121.2% |
| 5Y | +290.9% | +104.8% | +186.1% | +173.6% |
| 10Y | +1,113.5% | +7.2% | +1,106.2% | +455.1% |
| All | +8,153.7% | +755.1% | +7,398.6% | +1,588.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling