+50.8%
SMTC vs STLD
+56.0%
-5.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -5.0% |
| 7D | -10.9% | -4.7% | -6.3% | -7.5% |
| 30D | -39.4% | -0.9% | -38.5% | -38.2% |
| 3M | -13.5% | -11.9% | -1.7% | -6.5% |
| 6M | -6.8% | +0.9% | -7.7% | -7.4% |
| YTD | +54.0% | +40.4% | +13.6% | +25.8% |
| 1Y | +50.8% | +56.6% | -5.8% | +15.6% |
| All | +50.8% | +56.0% | -5.2% | +15.6% |
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