+7,484.2%
STLD vs SM
+595.3%
+6,888.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.6% | -3.0% | -6.3% |
| 7D | -12.5% | -25.1% | +12.7% | -5.5% |
| 30D | -6.8% | -15.6% | +8.8% | -2.9% |
| 3M | -16.4% | +2.7% | -19.1% | -18.1% |
| 6M | -6.1% | -3.8% | -2.3% | -7.8% |
| YTD | +32.0% | +61.8% | -29.9% | +10.0% |
| 1Y | +45.5% | +71.4% | -25.9% | +18.9% |
| 3Y | +106.5% | -20.7% | +127.2% | +101.5% |
| 5Y | +267.2% | -11.5% | +278.7% | +224.8% |
| 10Y | +878.9% | +10.2% | +868.7% | +337.2% |
| All | +7,484.2% | +595.3% | +6,888.9% | +1,528.8% |
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