+203.1%
SIMO vs STLD
+104.7%
+98.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -7.6% | -6.8% | -11.2% |
| 7D | -31.4% | -12.5% | -18.9% | -27.2% |
| 30D | -45.2% | -6.8% | -38.3% | -43.0% |
| 3M | -36.5% | -16.4% | -20.1% | -31.6% |
| 6M | -34.2% | -6.1% | -28.1% | -32.5% |
| YTD | +69.9% | +32.0% | +37.9% | +50.6% |
| 1Y | +60.4% | +45.5% | +14.9% | +36.2% |
| All | +203.1% | +104.7% | +98.4% | +129.8% |
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 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