+788.7%
SPYM vs STLD
+4,460.0%
-3,671.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.7% | -11.1% | +8.4% | -0.1% |
| 30D | -5.4% | -4.8% | -0.6% | -4.4% |
| 3M | -4.1% | -14.6% | +10.5% | -1.0% |
| 6M | +0.8% | -7.4% | +8.2% | +1.7% |
| YTD | +8.8% | +32.6% | -23.8% | +0.7% |
| 1Y | +11.0% | +47.3% | -36.4% | +0.2% |
| 3Y | +75.5% | +107.5% | -32.0% | +44.0% |
| 5Y | +68.4% | +268.8% | -200.4% | +17.9% |
| 10Y | +316.1% | +883.3% | -567.2% | +119.3% |
| All | +788.7% | +4,460.0% | -3,671.2% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling