-2.7%
SMCI vs STLD
+89.3%
-92.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.2% | +5.6% |
| 7D | +6.8% | +3.1% | +3.6% | +4.4% |
| 30D | +30.6% | -9.0% | +39.6% | +38.4% |
| 3M | -15.6% | -12.4% | -3.2% | -8.4% |
| 6M | +21.3% | +25.5% | -4.2% | +0.1% |
| YTD | +35.3% | +43.6% | -8.4% | +5.2% |
| 1Y | -2.7% | +87.2% | -89.9% | -24.8% |
| All | -2.7% | +89.3% | -92.0% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling