+20.2%
SGOV vs STLD
+908.6%
-888.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | +2.7% | -2.6% | +0.1% |
| 30D | +0.3% | -8.4% | +8.7% | +0.3% |
| 3M | +0.9% | -9.9% | +10.8% | +0.9% |
| 6M | +1.8% | +33.0% | -31.2% | +1.8% |
| YTD | +2.5% | +42.6% | -40.1% | +2.5% |
| 1Y | +3.8% | +80.8% | -77.0% | +3.8% |
| 3Y | +14.3% | +143.4% | -129.1% | +14.4% |
| 5Y | +20.1% | +293.4% | -273.3% | +20.2% |
| All | +20.2% | +908.6% | -888.4% | +20.3% |
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