-45.9%
SMR vs STLD
+238.7%
-284.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +6.0% |
| 7D | +1.7% | -9.7% | +11.3% | +7.4% |
| 30D | -24.4% | -4.5% | -19.9% | -22.3% |
| 3M | -44.6% | -13.1% | -31.5% | -40.9% |
| 6M | -56.7% | -2.8% | -53.9% | -56.9% |
| YTD | -61.6% | +35.3% | -96.9% | -67.9% |
| 1Y | -82.1% | +51.4% | -133.4% | -85.9% |
| 3Y | +161.5% | +117.9% | +43.6% | +72.8% |
| All | -45.9% | +238.7% | -284.7% | -68.2% |
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 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