+11.1%
SMR vs STLD
+256.9%
-245.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.7% | +16.0% | +15.6% |
| 7D | +21.4% | +2.7% | +18.7% | +19.8% |
| 30D | +13.8% | -8.4% | +22.3% | +18.0% |
| 3M | +3.9% | -9.9% | +13.8% | +6.9% |
| 6M | -4.2% | +33.0% | -37.2% | -19.1% |
| YTD | -21.1% | +42.6% | -63.7% | -36.0% |
| 1Y | -67.1% | +80.8% | -147.8% | -76.4% |
| 3Y | +88.9% | +143.4% | -54.6% | +19.1% |
| All | +11.1% | +256.9% | -245.7% | -36.5% |
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 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