+59.5%
SGI vs STLD
+253.8%
-194.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | 0.0% |
| 7D | +5.3% | -12.5% | +17.8% | +10.4% |
| 30D | +8.2% | -6.8% | +15.0% | +10.6% |
| 3M | -2.2% | -16.4% | +14.2% | +3.7% |
| 6M | -8.4% | -6.1% | -2.3% | -7.5% |
| YTD | -23.4% | +32.0% | -55.4% | -32.6% |
| 1Y | -14.0% | +45.5% | -59.5% | -27.2% |
| 3Y | +78.8% | +106.5% | -27.7% | +27.8% |
| All | +59.5% | +253.8% | -194.3% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling