+515.5%
SIMO vs STLD
+1,105.0%
-589.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +9.2% |
| 7D | +4.2% | +3.1% | +1.1% | +3.2% |
| 30D | +4.1% | -9.0% | +13.1% | +6.6% |
| 3M | -12.9% | -12.4% | -0.5% | -10.2% |
| 6M | +110.3% | +25.5% | +84.8% | +95.5% |
| YTD | +178.6% | +43.6% | +135.0% | +148.5% |
| 1Y | +220.0% | +87.2% | +132.8% | +164.8% |
| 3Y | +409.0% | +135.2% | +273.8% | +291.3% |
| 5Y | +277.3% | +290.9% | -13.6% | +141.7% |
| All | +515.5% | +1,105.0% | -589.6% | +165.8% |
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