+216.7%
SMH vs STLD
+255.4%
-38.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.2% | +3.4% |
| 7D | -11.2% | -11.1% | -0.1% | -6.7% |
| 30D | -25.8% | -4.8% | -21.0% | -24.1% |
| 3M | -18.8% | -14.6% | -4.3% | -13.7% |
| 6M | -15.6% | -7.4% | -8.2% | -13.8% |
| YTD | +28.8% | +32.6% | -3.7% | +12.6% |
| 1Y | +32.6% | +47.3% | -14.8% | +10.8% |
| 3Y | +213.6% | +107.5% | +106.1% | +123.4% |
| All | +216.7% | +255.4% | -38.7% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling