+110.9%
SPG vs STLD
+868.9%
-758.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.6% |
| 7D | +4.9% | -11.1% | +16.0% | +9.7% |
| 30D | +15.6% | -4.8% | +20.4% | +17.4% |
| 3M | +4.1% | -14.6% | +18.6% | +9.6% |
| 6M | +13.6% | -7.4% | +21.0% | +14.7% |
| YTD | +27.5% | +32.6% | -5.0% | +9.6% |
| 1Y | +32.2% | +47.3% | -15.1% | +8.4% |
| 3Y | +126.0% | +107.5% | +18.5% | +52.1% |
| 5Y | +74.7% | +268.8% | -194.1% | -17.6% |
| All | +110.9% | +868.9% | -758.0% | -44.6% |
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