+145.4%
SIMO vs STLD
+268.5%
-123.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -7.6% | -6.8% | -12.1% |
| 7D | -31.4% | -12.5% | -18.9% | -28.5% |
| 30D | -45.2% | -6.8% | -38.3% | -43.7% |
| 3M | -36.5% | -16.4% | -20.1% | -33.1% |
| 6M | -34.2% | -6.1% | -28.1% | -32.9% |
| YTD | +69.9% | +32.0% | +37.9% | +57.2% |
| 1Y | +60.4% | +45.5% | +14.9% | +44.5% |
| 3Y | +203.1% | +106.5% | +96.6% | +150.2% |
| 5Y | +145.4% | +267.2% | -121.7% | +85.0% |
| All | +145.4% | +268.5% | -123.0% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling