+213.6%
SMH vs STLD
+105.6%
+108.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.2% | +3.4% |
| 7D | -11.2% | -11.1% | -0.1% | -6.3% |
| 30D | -25.8% | -4.8% | -21.0% | -23.9% |
| 3M | -18.8% | -14.6% | -4.3% | -13.2% |
| 6M | -15.6% | -7.4% | -8.2% | -13.8% |
| YTD | +28.8% | +32.6% | -3.7% | +10.3% |
| 1Y | +32.6% | +47.3% | -14.8% | +7.8% |
| 3Y | +213.6% | +107.5% | +106.1% | +117.5% |
| All | +213.6% | +105.6% | +108.0% | +117.5% |
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