-6.4%
SSPC vs STLD
-16.6%
+10.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +5.6% |
| 7D | -11.1% | -0.5% | -10.6% | -9.9% |
| 30D | +19.1% | -0.1% | +19.1% | +21.5% |
| 3M | -31.7% | -9.2% | -22.5% | -30.8% |
| All | -6.4% | -16.6% | +10.2% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling