+1,803.3%
SMH vs STLD
+1,072.4%
+730.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +5.2% | +2.7% | +2.6% | +4.1% |
| 30D | -1.5% | -8.4% | +6.9% | +1.4% |
| 3M | -4.1% | -9.9% | +5.8% | -1.3% |
| 6M | +50.8% | +33.0% | +17.7% | +34.0% |
| YTD | +59.3% | +42.6% | +16.7% | +37.3% |
| 1Y | +94.1% | +80.8% | +13.3% | +52.7% |
| 3Y | +286.7% | +143.4% | +143.3% | +168.1% |
| 5Y | +339.4% | +293.4% | +46.0% | +146.9% |
| 10Y | +1,803.3% | +1,080.4% | +722.9% | +594.1% |
| All | +1,803.3% | +1,072.4% | +730.9% | +594.1% |
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 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