+82.7%
SPG vs STLD
+274.1%
-191.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.5% |
| 7D | +2.0% | +2.9% | -0.9% | +1.2% |
| 30D | +17.2% | -5.6% | +22.8% | +18.6% |
| 3M | +6.3% | -11.7% | +18.0% | +9.0% |
| 6M | +18.7% | -2.8% | +21.5% | +18.0% |
| YTD | +30.1% | +36.4% | -6.4% | +16.9% |
| 1Y | +32.8% | +50.0% | -17.2% | +16.1% |
| 3Y | +133.6% | +122.3% | +11.3% | +76.8% |
| All | +82.7% | +274.1% | -191.3% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling