+260.6%
SPOT vs STLD
+105.6%
+154.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -1.9% |
| 7D | +1.6% | -11.1% | +12.7% | +2.4% |
| 30D | +17.6% | -4.8% | +22.3% | +17.7% |
| 3M | +26.9% | -14.6% | +41.5% | +28.2% |
| 6M | +41.8% | -7.4% | +49.2% | +41.4% |
| YTD | +3.8% | +32.6% | -28.7% | -2.4% |
| 1Y | -2.5% | +47.3% | -49.8% | -10.2% |
| 3Y | +260.6% | +107.5% | +153.0% | +214.4% |
| All | +260.6% | +105.6% | +154.9% | +214.4% |
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