+1,469.9%
SMH vs STLD
+779.4%
+690.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.3% |
| 7D | -4.1% | -9.7% | +5.6% | -0.1% |
| 30D | -19.2% | -4.5% | -14.7% | -17.6% |
| 3M | -16.4% | -13.1% | -3.3% | -12.0% |
| 6M | -14.0% | -2.8% | -11.2% | -13.8% |
| YTD | +35.3% | +35.3% | 0.0% | +18.9% |
| 1Y | +40.4% | +51.4% | -10.9% | +18.2% |
| 3Y | +226.8% | +117.9% | +108.9% | +135.7% |
| 5Y | +232.3% | +272.6% | -40.3% | +90.1% |
| 10Y | +1,469.9% | +782.2% | +687.8% | +541.3% |
| All | +1,469.9% | +779.4% | +690.6% | +541.3% |
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 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