+308.8%
SPOT vs STLD
+522.4%
-213.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +2.5% | -9.7% | +12.2% | +4.4% |
| 30D | +15.1% | -4.5% | +19.7% | +15.8% |
| 3M | +24.8% | -13.1% | +37.9% | +27.4% |
| 6M | +45.8% | -2.8% | +48.5% | +44.7% |
| YTD | +4.9% | +35.3% | -30.4% | -3.8% |
| 1Y | -1.3% | +51.4% | -52.6% | -11.7% |
| 3Y | +257.7% | +117.9% | +139.8% | +187.8% |
| 5Y | +118.5% | +272.6% | -154.1% | +52.1% |
| All | +308.8% | +522.4% | -213.6% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling