+773.8%
SMTC vs STLD
+129.0%
+644.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.2% | +9.1% | +9.6% |
| 7D | +12.9% | -0.5% | +13.3% | +14.0% |
| 30D | -25.6% | -0.1% | -25.5% | -24.6% |
| 3M | -4.5% | -9.2% | +4.6% | +2.1% |
| 6M | -8.3% | +1.8% | -10.0% | -9.3% |
| YTD | +69.9% | +42.1% | +27.8% | +36.0% |
| 1Y | +73.9% | +58.5% | +15.4% | +29.9% |
| All | +773.8% | +129.0% | +644.9% | +407.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling