+333.9%
SGI vs STLD
+802.0%
-468.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.1% |
| 7D | -10.5% | -0.5% | -10.0% | -10.5% |
| 30D | +0.1% | -0.1% | +0.2% | -0.4% |
| 3M | -4.0% | -9.2% | +5.2% | -0.5% |
| 6M | -5.6% | +1.8% | -7.4% | -8.7% |
| YTD | -29.5% | +42.1% | -71.6% | -43.3% |
| 1Y | -31.5% | +58.5% | -90.0% | -48.1% |
| 3Y | +71.6% | +128.2% | -56.6% | +1.0% |
| 5Y | +50.5% | +288.2% | -237.7% | -40.8% |
| 10Y | +333.9% | +799.8% | -465.9% | -21.6% |
| All | +333.9% | +802.0% | -468.2% | -21.6% |
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 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