+249.7%
SPOT vs STLD
+127.2%
+122.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -2.6% | +6.9% | -9.4% | -3.0% |
| 30D | +13.5% | -1.5% | +14.9% | +13.4% |
| 3M | +22.2% | -9.7% | +31.9% | +23.0% |
| 6M | +38.3% | +2.3% | +36.0% | +36.7% |
| YTD | +3.1% | +41.0% | -38.0% | -3.5% |
| 1Y | -7.6% | +51.8% | -59.4% | -14.8% |
| All | +249.7% | +127.2% | +122.5% | +201.6% |
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