-79.9%
SMR vs STLD
+46.8%
-126.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -1.9% |
| 7D | -8.3% | +2.9% | -11.2% | -9.4% |
| 30D | -20.1% | -5.6% | -14.5% | -17.8% |
| 3M | -52.7% | -11.7% | -41.0% | -50.4% |
| 6M | -61.0% | -2.8% | -58.3% | -62.5% |
| YTD | -67.1% | +36.4% | -103.6% | -73.5% |
| 1Y | -79.9% | +50.0% | -129.9% | -84.8% |
| All | -79.9% | +46.8% | -126.6% | -84.8% |
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