+100.5%
SIMO vs STLD
+59.7%
+40.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.0% | -6.5% | -8.5% |
| 7D | -16.9% | -3.9% | -12.9% | -15.6% |
| 30D | -35.4% | -0.4% | -35.0% | -35.0% |
| 3M | -31.9% | -9.2% | -22.7% | -30.2% |
| 6M | -19.3% | +5.0% | -24.3% | -20.0% |
| YTD | +98.5% | +42.8% | +55.7% | +83.9% |
| 1Y | +100.5% | +60.1% | +40.4% | +61.1% |
| All | +100.5% | +59.7% | +40.8% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling