+6,660.7%
SMTC vs STLD
+8,684.3%
-2,023.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +9.8% |
| 7D | +12.7% | +3.1% | +9.6% | +11.4% |
| 30D | +22.0% | -9.0% | +31.0% | +26.0% |
| 3M | -12.7% | -12.4% | -0.3% | -9.1% |
| 6M | +64.8% | +25.5% | +39.3% | +51.7% |
| YTD | +100.7% | +43.6% | +57.1% | +75.8% |
| 1Y | +146.9% | +87.2% | +59.7% | +96.8% |
| 3Y | +456.8% | +135.2% | +321.6% | +309.8% |
| 5Y | +89.2% | +290.9% | -201.6% | +13.7% |
| 10Y | +426.9% | +1,113.5% | -686.6% | +107.2% |
| All | +6,660.7% | +8,684.3% | -2,023.6% | +751.1% |
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