+450.3%
SPMO vs STLD
+779.4%
-329.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +3.9% |
| 7D | -1.9% | -9.7% | +7.7% | +0.6% |
| 30D | -14.1% | -4.5% | -9.5% | -13.1% |
| 3M | -13.1% | -13.1% | 0.0% | -10.3% |
| 6M | -9.4% | -2.8% | -6.6% | -9.4% |
| YTD | +9.5% | +35.3% | -25.8% | +0.6% |
| 1Y | +10.5% | +51.4% | -40.9% | -1.3% |
| 3Y | +124.4% | +117.9% | +6.5% | +80.3% |
| 5Y | +110.5% | +272.6% | -162.1% | +44.2% |
| 10Y | +450.3% | +782.2% | -331.9% | +195.6% |
| All | +450.3% | +779.4% | -329.1% | +195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling