+465.1%
STM vs STLD
+761.4%
-296.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +2.1% |
| 7D | +12.0% | +2.9% | +9.1% | +10.5% |
| 30D | -0.4% | -5.6% | +5.2% | +2.8% |
| 3M | -13.2% | -11.7% | -1.5% | -8.0% |
| 6M | -26.1% | -2.8% | -23.3% | -25.6% |
| YTD | +81.2% | +36.4% | +44.7% | +55.6% |
| 1Y | +98.3% | +50.0% | +48.3% | +63.1% |
| 3Y | +16.7% | +122.3% | -105.6% | -21.5% |
| 5Y | -4.8% | +273.2% | -278.1% | -51.7% |
| All | +465.1% | +761.4% | -296.4% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling