+113.0%
SPOT vs STLD
+292.4%
-179.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.8% |
| 7D | -0.9% | +3.1% | -4.1% | -1.5% |
| 30D | +12.5% | -9.0% | +21.5% | +14.4% |
| 3M | +9.9% | -12.4% | +22.3% | +12.2% |
| 6M | +1.6% | +25.5% | -23.9% | -4.8% |
| YTD | -6.6% | +43.6% | -50.2% | -15.6% |
| 1Y | -22.9% | +87.2% | -110.1% | -35.1% |
| 3Y | +244.3% | +135.2% | +109.0% | +164.0% |
| All | +113.0% | +292.4% | -179.5% | +30.9% |
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 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