-62.5%
SPCH vs STLD
-20.0%
-42.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | +1.3% |
| 7D | +6.5% | +2.9% | +3.6% | +3.6% |
| 30D | -21.8% | -5.6% | -16.2% | -16.6% |
| 3M | -14.9% | -11.7% | -3.1% | -8.4% |
| All | -62.5% | -20.0% | -42.5% | -61.6% |
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 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 · Available span rolling