+1,872.3%
SGI vs STLD
+6,958.1%
-5,085.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | +8.5% | +3.1% | +5.4% | +7.2% |
| 30D | +0.7% | -9.0% | +9.7% | +4.2% |
| 3M | +0.6% | -12.4% | +13.0% | +5.1% |
| 6M | -17.9% | +25.5% | -43.4% | -25.9% |
| YTD | -21.2% | +43.6% | -64.8% | -32.9% |
| 1Y | -18.9% | +87.2% | -106.0% | -38.3% |
| 3Y | +52.6% | +135.2% | -82.6% | +2.7% |
| 5Y | +60.7% | +290.9% | -230.2% | -16.1% |
| 10Y | +278.1% | +1,113.5% | -835.3% | +22.6% |
| All | +1,872.3% | +6,958.1% | -5,085.8% | +311.9% |
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