+126.0%
SPG vs STLD
+105.6%
+20.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | +4.9% | -11.1% | +16.0% | +7.3% |
| 30D | +15.6% | -4.8% | +20.4% | +16.4% |
| 3M | +4.1% | -14.6% | +18.6% | +7.0% |
| 6M | +13.6% | -7.4% | +21.0% | +14.1% |
| YTD | +27.5% | +32.6% | -5.0% | +16.5% |
| 1Y | +32.2% | +47.3% | -15.1% | +17.4% |
| 3Y | +126.0% | +107.5% | +18.5% | +76.2% |
| All | +126.0% | +105.6% | +20.4% | +76.2% |
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