+312.2%
SPYM vs STLD
+779.4%
-467.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.3% | +1.8% |
| 7D | +0.1% | -9.7% | +9.7% | +2.7% |
| 30D | -3.3% | -4.5% | +1.2% | -2.3% |
| 3M | -2.4% | -13.1% | +10.7% | +0.7% |
| 6M | +2.6% | -2.8% | +5.4% | +2.3% |
| YTD | +11.3% | +35.3% | -24.0% | +1.1% |
| 1Y | +13.5% | +51.4% | -37.9% | 0.0% |
| 3Y | +80.3% | +117.9% | -37.7% | +40.8% |
| 5Y | +72.7% | +272.6% | -199.9% | +12.1% |
| 10Y | +312.2% | +782.2% | -470.0% | +96.1% |
| All | +312.2% | +779.4% | -467.2% | +96.1% |
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