+444.1%
STM vs STLD
+804.7%
-360.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -1.4% |
| 7D | -7.9% | -4.7% | -3.3% | -5.5% |
| 30D | -14.1% | -0.9% | -13.2% | -13.4% |
| 3M | -17.6% | -11.9% | -5.7% | -12.6% |
| 6M | -24.2% | +0.9% | -25.1% | -25.0% |
| YTD | +73.3% | +40.4% | +32.9% | +46.9% |
| 1Y | +90.1% | +56.6% | +33.5% | +53.3% |
| 3Y | +10.3% | +125.5% | -115.1% | -26.3% |
| 5Y | -5.7% | +292.8% | -298.6% | -53.3% |
| 10Y | +444.1% | +787.1% | -343.0% | +60.9% |
| All | +444.1% | +804.7% | -360.6% | +60.9% |
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