+460.5%
SPMO vs STLD
+761.4%
-300.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -0.8% |
| 7D | +6.3% | +2.9% | +3.4% | +5.6% |
| 30D | -8.9% | -5.6% | -3.3% | -7.6% |
| 3M | -13.2% | -11.7% | -1.5% | -10.8% |
| 6M | -9.3% | -2.8% | -6.5% | -9.3% |
| YTD | +11.6% | +36.4% | -24.9% | +2.2% |
| 1Y | +13.4% | +50.0% | -36.6% | +1.5% |
| 3Y | +122.9% | +122.3% | +0.6% | +78.2% |
| 5Y | +113.9% | +273.2% | -159.3% | +46.3% |
| All | +460.5% | +761.4% | -300.9% | +199.6% |
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