+417.8%
SIMO vs STLD
+790.2%
-372.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +14.9% | +6.9% | +8.0% | +12.6% |
| 30D | -27.0% | -1.5% | -25.5% | -26.3% |
| 3M | -25.4% | -9.7% | -15.7% | -22.9% |
| 6M | -30.3% | +2.3% | -32.6% | -30.8% |
| YTD | +95.8% | +41.0% | +54.8% | +76.3% |
| 1Y | +100.0% | +51.8% | +48.2% | +76.3% |
| 3Y | +238.3% | +126.4% | +111.8% | +163.8% |
| 5Y | +187.6% | +285.7% | -98.1% | +85.6% |
| All | +417.8% | +790.2% | -372.5% | +139.5% |
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