+116.5%
SPG vs STLD
+779.4%
-662.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.2% |
| 7D | +5.1% | -9.7% | +14.8% | +9.2% |
| 30D | +16.8% | -4.5% | +21.4% | +18.6% |
| 3M | +5.7% | -13.1% | +18.7% | +10.5% |
| 6M | +17.8% | -2.8% | +20.6% | +16.6% |
| YTD | +30.1% | +35.3% | -5.2% | +10.7% |
| 1Y | +32.8% | +51.4% | -18.6% | +7.5% |
| 3Y | +137.2% | +117.9% | +19.3% | +55.6% |
| 5Y | +81.5% | +272.6% | -191.1% | -15.3% |
| 10Y | +116.5% | +782.2% | -665.7% | -47.3% |
| All | +116.5% | +779.4% | -662.9% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling