+340.7%
SMTC vs STLD
+761.4%
-420.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -2.4% |
| 7D | +11.0% | +2.9% | +8.1% | +9.5% |
| 30D | -28.5% | -5.6% | -22.9% | -25.6% |
| 3M | -14.2% | -11.7% | -2.5% | -7.9% |
| 6M | -18.0% | -2.8% | -15.2% | -16.7% |
| YTD | +55.5% | +36.4% | +19.1% | +33.3% |
| 1Y | +69.5% | +50.0% | +19.5% | +38.6% |
| 3Y | +699.7% | +122.3% | +577.3% | +433.0% |
| 5Y | +27.4% | +273.2% | -245.8% | -35.8% |
| All | +340.7% | +761.4% | -420.7% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling