-53.7%
SMR vs STLD
+241.5%
-295.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -1.7% |
| 7D | -8.3% | +2.9% | -11.2% | -9.6% |
| 30D | -20.1% | -5.6% | -14.5% | -17.4% |
| 3M | -52.7% | -11.7% | -41.0% | -49.8% |
| 6M | -61.0% | -2.8% | -58.3% | -61.3% |
| YTD | -67.1% | +36.4% | -103.6% | -72.6% |
| 1Y | -79.9% | +50.0% | -129.9% | -84.1% |
| 3Y | +101.7% | +122.3% | -20.6% | +32.1% |
| All | -53.7% | +241.5% | -295.2% | -72.9% |
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