-17.9%
STM vs STLD
+268.5%
-286.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -7.6% | -4.8% | -8.8% |
| 7D | -20.1% | -12.5% | -7.6% | -14.6% |
| 30D | -32.0% | -6.8% | -25.1% | -29.3% |
| 3M | -24.2% | -16.4% | -7.8% | -17.6% |
| 6M | -29.9% | -6.1% | -23.8% | -28.2% |
| YTD | +54.9% | +32.0% | +22.9% | +35.2% |
| 1Y | +68.0% | +45.5% | +22.5% | +40.2% |
| 3Y | -0.1% | +106.5% | -106.6% | -30.1% |
| 5Y | -17.9% | +267.2% | -285.1% | -53.9% |
| All | -17.9% | +268.5% | -286.4% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling