+384.8%
SIMO vs STLD
+868.9%
-484.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | -22.0% | -11.1% | -10.9% | -19.0% |
| 30D | -43.0% | -4.8% | -38.3% | -41.9% |
| 3M | -39.1% | -14.6% | -24.6% | -36.1% |
| 6M | -33.3% | -7.4% | -25.9% | -31.8% |
| YTD | +77.0% | +32.6% | +44.4% | +62.4% |
| 1Y | +73.0% | +47.3% | +25.7% | +54.0% |
| 3Y | +215.7% | +107.5% | +108.2% | +152.8% |
| 5Y | +155.6% | +268.8% | -113.2% | +67.7% |
| All | +384.8% | +868.9% | -484.1% | +132.3% |
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 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