+21.0%
STM vs STLD
+292.4%
-271.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +5.8% | +3.1% | +2.6% | +4.2% |
| 30D | -1.0% | -9.0% | +8.0% | +3.0% |
| 3M | -33.3% | -12.4% | -20.9% | -29.8% |
| 6M | +57.4% | +25.5% | +31.9% | +40.9% |
| YTD | +102.2% | +43.6% | +58.6% | +70.0% |
| 1Y | +99.6% | +87.2% | +12.4% | +49.0% |
| 3Y | +14.5% | +135.2% | -120.7% | -23.7% |
| All | +21.0% | +292.4% | -271.4% | -32.1% |
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