+110.2%
SPOT vs STLD
+255.4%
-145.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -1.9% |
| 7D | +1.6% | -11.1% | +12.7% | +3.8% |
| 30D | +17.6% | -4.8% | +22.3% | +18.3% |
| 3M | +26.9% | -14.6% | +41.5% | +30.1% |
| 6M | +41.8% | -7.4% | +49.2% | +41.9% |
| YTD | +3.8% | +32.6% | -28.7% | -5.6% |
| 1Y | -2.5% | +47.3% | -49.8% | -13.8% |
| 3Y | +260.6% | +107.5% | +153.0% | +179.8% |
| All | +110.2% | +255.4% | -145.2% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling