-73.1%
SMR vs STLD
+89.3%
-162.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +4.4% | +3.1% | +1.3% | +3.2% |
| 30D | +3.4% | -9.0% | +12.4% | +6.8% |
| 3M | -19.2% | -12.4% | -6.8% | -14.9% |
| 6M | -22.6% | +25.5% | -48.1% | -35.3% |
| YTD | -31.5% | +43.6% | -75.2% | -46.3% |
| 1Y | -73.1% | +87.2% | -160.3% | -79.2% |
| All | -73.1% | +89.3% | -162.3% | -79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling