+2,368.7%
SIMO vs STLD
+5,583.0%
-3,214.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.0% | -6.5% | -8.5% |
| 7D | -16.9% | -3.9% | -12.9% | -15.6% |
| 30D | -35.4% | -0.4% | -35.0% | -35.1% |
| 3M | -31.9% | -9.2% | -22.7% | -29.6% |
| 6M | -19.3% | +5.0% | -24.3% | -21.0% |
| YTD | +98.5% | +42.8% | +55.7% | +73.2% |
| 1Y | +100.5% | +60.1% | +40.4% | +68.2% |
| 3Y | +254.1% | +123.5% | +130.6% | +159.8% |
| 5Y | +187.4% | +302.0% | -114.6% | +61.2% |
| 10Y | +447.7% | +959.3% | -511.6% | +90.2% |
| All | +2,368.7% | +5,583.0% | -3,214.3% | +446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling