+115.1%
SPMO vs STLD
+105.6%
+9.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -8.7% | -11.1% | +2.4% | -5.7% |
| 30D | -18.7% | -4.8% | -13.9% | -17.5% |
| 3M | -16.4% | -14.6% | -1.9% | -13.0% |
| 6M | -11.9% | -7.4% | -4.4% | -10.7% |
| YTD | +4.9% | +32.6% | -27.7% | -4.7% |
| 1Y | +6.2% | +47.3% | -41.1% | -6.6% |
| 3Y | +115.1% | +107.5% | +7.6% | +70.8% |
| All | +115.1% | +105.6% | +9.5% | +70.8% |
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