+573.2%
SPMO vs STLD
+1,476.4%
-903.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | +2.0% | +3.1% | -1.1% | +1.2% |
| 30D | -0.4% | -9.0% | +8.6% | +1.6% |
| 3M | -1.9% | -12.4% | +10.5% | +0.6% |
| 6M | +25.0% | +25.5% | -0.5% | +18.0% |
| YTD | +26.0% | +43.6% | -17.6% | +15.1% |
| 1Y | +28.7% | +87.2% | -58.5% | +10.4% |
| 3Y | +160.9% | +135.2% | +25.7% | +109.7% |
| 5Y | +147.9% | +290.9% | -143.0% | +73.7% |
| 10Y | +518.9% | +1,113.5% | -594.5% | +241.9% |
| All | +573.2% | +1,476.4% | -903.1% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling