+72.2%
SMTC vs STLD
+59.7%
+12.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.0% | -9.9% | -11.2% |
| 7D | -24.5% | -3.9% | -20.6% | -22.6% |
| 30D | -42.5% | -0.4% | -42.1% | -42.0% |
| 3M | -14.1% | -9.2% | -4.9% | -9.4% |
| 6M | +3.6% | +5.0% | -1.4% | -0.2% |
| YTD | +50.6% | +42.8% | +7.8% | +21.5% |
| 1Y | +72.2% | +60.1% | +12.2% | +22.7% |
| All | +72.2% | +59.7% | +12.6% | +22.7% |
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