+27.6%
SMTC vs STLD
+274.1%
-246.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -2.3% |
| 7D | +11.0% | +2.9% | +8.1% | +9.4% |
| 30D | -28.5% | -5.6% | -22.9% | -25.4% |
| 3M | -14.2% | -11.7% | -2.5% | -7.4% |
| 6M | -18.0% | -2.8% | -15.2% | -16.6% |
| YTD | +55.5% | +36.4% | +19.1% | +31.8% |
| 1Y | +69.5% | +50.0% | +19.5% | +36.6% |
| 3Y | +699.7% | +122.3% | +577.3% | +419.6% |
| All | +27.6% | +274.1% | -246.5% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling