+146.9%
SMTC vs STLD
+89.3%
+57.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +10.0% |
| 7D | +12.7% | +3.1% | +9.6% | +10.7% |
| 30D | +22.0% | -9.0% | +31.0% | +27.8% |
| 3M | -12.7% | -12.4% | -0.3% | -6.5% |
| 6M | +64.8% | +25.5% | +39.3% | +40.7% |
| YTD | +100.7% | +43.6% | +57.1% | +60.5% |
| 1Y | +146.9% | +87.2% | +59.7% | +79.9% |
| All | +146.9% | +89.3% | +57.6% | +79.9% |
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 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