+1,815.8%
SGI vs STLD
+6,385.6%
-4,569.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | +0.3% |
| 7D | +5.3% | -12.5% | +17.8% | +10.9% |
| 30D | +8.2% | -6.8% | +15.0% | +10.9% |
| 3M | -2.2% | -16.4% | +14.2% | +4.1% |
| 6M | -8.4% | -6.1% | -2.3% | -7.4% |
| YTD | -23.4% | +32.0% | -55.4% | -33.0% |
| 1Y | -14.0% | +45.5% | -59.5% | -27.7% |
| 3Y | +78.8% | +106.5% | -27.7% | +26.5% |
| 5Y | +58.6% | +267.2% | -208.6% | -15.1% |
| 10Y | +427.8% | +878.9% | -451.0% | +84.8% |
| All | +1,815.8% | +6,385.6% | -4,569.8% | +311.7% |
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