+20.1%
SGOV vs STLD
+284.4%
-264.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | -3.6% | +3.7% | +0.1% |
| 30D | +0.3% | -10.1% | +10.4% | +0.3% |
| 3M | +0.9% | -11.4% | +12.4% | +0.9% |
| 6M | +1.8% | +30.8% | -29.0% | +1.9% |
| YTD | +2.5% | +40.7% | -38.1% | +2.5% |
| 1Y | +3.8% | +80.8% | -77.0% | +3.8% |
| 3Y | +14.4% | +140.2% | -125.8% | +14.4% |
| 5Y | +20.1% | +288.5% | -268.3% | +20.2% |
| All | +20.1% | +284.4% | -264.3% | +20.2% |
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