+109.5%
SPG vs STLD
+790.2%
-680.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +3.1% | +6.9% | -3.7% | +0.4% |
| 30D | +16.4% | -1.5% | +17.9% | +16.6% |
| 3M | +7.1% | -9.7% | +16.7% | +10.3% |
| 6M | +16.1% | +2.3% | +13.7% | +12.5% |
| YTD | +30.4% | +41.0% | -10.6% | +9.2% |
| 1Y | +33.0% | +51.8% | -18.8% | +7.7% |
| 3Y | +134.6% | +126.4% | +8.2% | +51.6% |
| 5Y | +84.9% | +285.7% | -200.8% | -14.9% |
| All | +109.5% | +790.2% | -680.7% | -47.7% |
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 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