+1,475.7%
SMH vs STLD
+761.4%
+714.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.3% | -1.7% |
| 7D | +4.9% | +2.9% | +2.0% | +3.8% |
| 30D | -13.8% | -5.6% | -8.3% | -11.7% |
| 3M | -17.4% | -11.7% | -5.7% | -13.6% |
| 6M | -15.0% | -2.8% | -12.2% | -14.8% |
| YTD | +35.2% | +36.4% | -1.3% | +18.3% |
| 1Y | +41.6% | +50.0% | -8.4% | +19.5% |
| 3Y | +215.6% | +122.3% | +93.3% | +125.6% |
| 5Y | +233.2% | +273.2% | -40.0% | +90.0% |
| All | +1,475.7% | +761.4% | +714.3% | +513.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling