+436.6%
SMTC vs STLD
+1,087.1%
-650.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +10.0% |
| 7D | +12.7% | +3.1% | +9.6% | +10.9% |
| 30D | +22.0% | -9.0% | +31.0% | +27.4% |
| 3M | -12.7% | -12.4% | -0.3% | -7.8% |
| 6M | +64.8% | +25.5% | +39.3% | +46.5% |
| YTD | +100.7% | +43.6% | +57.1% | +66.4% |
| 1Y | +146.9% | +87.2% | +59.7% | +79.6% |
| 3Y | +456.8% | +135.2% | +321.6% | +260.1% |
| 5Y | +89.2% | +290.9% | -201.6% | -7.7% |
| All | +436.6% | +1,087.1% | -650.5% | +43.8% |
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