+828.4%
SPYM vs STLD
+4,840.1%
-4,011.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +0.1% | +3.1% | -3.0% | -0.6% |
| 30D | +0.1% | -9.0% | +9.1% | +2.0% |
| 3M | +2.0% | -12.4% | +14.4% | +4.5% |
| 6M | +13.1% | +25.5% | -12.4% | +6.5% |
| YTD | +13.6% | +43.6% | -30.0% | +3.5% |
| 1Y | +20.1% | +87.2% | -67.1% | +2.7% |
| 3Y | +77.6% | +135.2% | -57.7% | +41.7% |
| 5Y | +82.5% | +290.9% | -208.3% | +26.1% |
| 10Y | +317.6% | +1,113.5% | -795.9% | +110.5% |
| All | +828.4% | +4,840.1% | -4,011.7% | +242.9% |
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 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