+218.5%
SIMO vs STLD
+124.8%
+93.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -3.3% |
| 7D | -16.0% | -4.7% | -11.4% | -14.0% |
| 30D | -35.8% | -0.9% | -34.8% | -35.0% |
| 3M | -26.5% | -11.9% | -14.6% | -22.5% |
| 6M | -33.0% | +0.9% | -33.9% | -33.4% |
| YTD | +84.3% | +40.4% | +43.9% | +59.0% |
| 1Y | +82.0% | +56.6% | +25.4% | +49.6% |
| 3Y | +218.5% | +125.5% | +93.0% | +133.3% |
| All | +218.5% | +124.8% | +93.7% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling