+40.4%
SMCI vs STLD
+140.5%
-100.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | +5.2% | -2.8% | +8.0% | +6.9% |
| 30D | +23.7% | -10.4% | +34.1% | +31.2% |
| 3M | -4.2% | -10.6% | +6.4% | +1.2% |
| 6M | +21.7% | +32.7% | -11.0% | +2.9% |
| YTD | +33.0% | +42.8% | -9.8% | +8.0% |
| 1Y | -9.3% | +86.9% | -96.2% | -36.3% |
| All | +40.4% | +140.5% | -100.2% | -30.1% |
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