+122.9%
SPMO vs STLD
+119.8%
+3.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -0.7% |
| 7D | +6.3% | +2.9% | +3.4% | +5.5% |
| 30D | -8.9% | -5.6% | -3.3% | -7.4% |
| 3M | -13.2% | -11.7% | -1.5% | -10.4% |
| 6M | -9.3% | -2.8% | -6.5% | -9.3% |
| YTD | +11.6% | +36.4% | -24.9% | +0.5% |
| 1Y | +13.4% | +50.0% | -36.6% | -0.8% |
| 3Y | +122.9% | +122.3% | +0.6% | +74.3% |
| All | +122.9% | +119.8% | +3.1% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling