+254.8%
SPOT vs STLD
+555.7%
-300.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -2.9% | +2.7% | -5.5% | -3.3% |
| 30D | +8.3% | -8.4% | +16.7% | +10.0% |
| 3M | +5.1% | -9.9% | +14.9% | +6.6% |
| 6M | -6.5% | +33.0% | -39.5% | -12.9% |
| YTD | -9.0% | +42.6% | -51.5% | -17.0% |
| 1Y | -26.4% | +80.8% | -107.2% | -36.5% |
| 3Y | +240.0% | +143.4% | +96.6% | +168.0% |
| 5Y | +111.7% | +293.4% | -181.7% | +46.0% |
| All | +254.8% | +555.7% | -300.9% | +105.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling