-11.1%
SPCX vs STLD
-16.4%
+5.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.0% | -0.6% |
| 7D | +1.3% | -4.7% | +5.9% | +2.6% |
| 30D | -12.0% | -0.9% | -11.0% | -11.4% |
| 3M | +3.1% | -11.9% | +15.0% | +2.1% |
| All | -11.1% | -16.4% | +5.3% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling