+150.2%
SPMO vs STLD
+291.8%
-141.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +3.4% | +2.7% | +0.7% | +2.6% |
| 30D | +0.5% | -8.4% | +9.0% | +2.6% |
| 3M | +1.9% | -9.9% | +11.8% | +4.1% |
| 6M | +27.8% | +33.0% | -5.2% | +17.8% |
| YTD | +26.7% | +42.6% | -15.9% | +14.3% |
| 1Y | +28.9% | +80.8% | -51.9% | +9.0% |
| 3Y | +160.7% | +143.4% | +17.2% | +101.0% |
| 5Y | +150.2% | +293.4% | -143.2% | +63.5% |
| All | +150.2% | +291.8% | -141.6% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling