+4,084.7%
SMTC vs STLD
+7,971.8%
-3,887.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -7.6% | -9.9% | -14.8% |
| 7D | -35.0% | -12.5% | -22.5% | -31.5% |
| 30D | -53.6% | -6.8% | -46.7% | -52.1% |
| 3M | -24.5% | -16.4% | -8.1% | -19.1% |
| 6M | -19.0% | -6.1% | -12.9% | -17.0% |
| YTD | +24.2% | +32.0% | -7.7% | +12.9% |
| 1Y | +35.6% | +45.5% | -9.9% | +19.0% |
| 3Y | +521.9% | +106.5% | +415.4% | +380.8% |
| 5Y | +1.5% | +267.2% | -265.7% | -36.9% |
| 10Y | +274.7% | +878.9% | -604.2% | +59.5% |
| All | +4,084.7% | +7,971.8% | -3,887.1% | +446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling