+15.7%
STM vs STLD
+135.5%
-119.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.7% |
| 7D | +5.8% | +3.1% | +2.6% | +4.0% |
| 30D | -1.0% | -9.0% | +8.0% | +3.6% |
| 3M | -33.3% | -12.4% | -20.9% | -29.2% |
| 6M | +57.4% | +25.5% | +31.9% | +37.7% |
| YTD | +102.2% | +43.6% | +58.6% | +64.4% |
| 1Y | +99.6% | +87.2% | +12.4% | +41.0% |
| All | +15.7% | +135.5% | -119.8% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling