+7,518.6%
STLD vs SM
+602.1%
+6,916.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -11.1% | -25.9% | +14.8% | -3.8% |
| 30D | -4.8% | -15.1% | +10.3% | -0.9% |
| 3M | -14.6% | +4.9% | -19.4% | -16.8% |
| 6M | -7.4% | +6.1% | -13.5% | -11.4% |
| YTD | +32.6% | +63.4% | -30.9% | +10.2% |
| 1Y | +47.3% | +72.5% | -25.1% | +20.2% |
| 3Y | +107.5% | -16.9% | +124.4% | +99.9% |
| 5Y | +268.8% | -10.6% | +279.5% | +225.4% |
| 10Y | +883.3% | +11.3% | +872.0% | +338.0% |
| All | +7,518.6% | +602.1% | +6,916.5% | +1,531.8% |
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