+124.2%
SPG vs STLD
+104.7%
+19.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.6% | +6.7% | +0.6% |
| 7D | +5.0% | -12.5% | +17.5% | +7.7% |
| 30D | +12.3% | -6.8% | +19.1% | +13.6% |
| 3M | +1.9% | -16.4% | +18.2% | +5.2% |
| 6M | +14.4% | -6.1% | +20.5% | +14.6% |
| YTD | +26.5% | +32.0% | -5.5% | +15.7% |
| 1Y | +30.7% | +45.5% | -14.8% | +16.3% |
| All | +124.2% | +104.7% | +19.4% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling