+43.4%
SMH vs STLD
+59.7%
-16.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.7% |
| 7D | -11.2% | -3.9% | -7.2% | -9.9% |
| 30D | -20.4% | -0.4% | -20.1% | -20.3% |
| 3M | -12.4% | -9.2% | -3.2% | -9.5% |
| 6M | -0.5% | +5.0% | -5.5% | -4.1% |
| YTD | +40.0% | +42.8% | -2.8% | +16.6% |
| 1Y | +43.4% | +60.1% | -16.7% | +7.1% |
| All | +43.4% | +59.7% | -16.3% | +7.1% |
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 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