+384.3%
SGI vs STLD
+779.4%
-395.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +2.2% |
| 7D | -0.2% | -9.7% | +9.4% | +4.8% |
| 30D | +6.6% | -4.5% | +11.1% | +8.6% |
| 3M | +1.8% | -13.1% | +14.9% | +8.0% |
| 6M | -3.9% | -2.8% | -1.1% | -4.7% |
| YTD | -25.2% | +35.3% | -60.6% | -38.3% |
| 1Y | -26.7% | +51.4% | -78.1% | -43.1% |
| 3Y | +86.8% | +117.9% | -31.2% | +12.6% |
| 5Y | +56.6% | +272.6% | -215.9% | -37.1% |
| 10Y | +384.3% | +782.2% | -397.9% | -15.1% |
| All | +384.3% | +779.4% | -395.1% | -15.1% |
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