-49.5%
SMR vs STLD
+231.8%
-281.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.5% | +15.8% | +16.0% |
| 7D | -9.6% | -11.1% | +1.5% | -3.8% |
| 30D | -33.8% | -4.8% | -29.0% | -31.8% |
| 3M | -46.4% | -14.6% | -31.8% | -42.3% |
| 6M | -62.4% | -7.4% | -55.0% | -61.7% |
| YTD | -64.1% | +32.6% | -96.7% | -69.7% |
| 1Y | -84.3% | +47.3% | -131.7% | -87.5% |
| 3Y | +55.8% | +107.5% | -51.7% | +5.1% |
| All | -49.5% | +231.8% | -281.3% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling