+81.5%
SPG vs STLD
+269.6%
-188.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.5% |
| 7D | +5.1% | -9.7% | +14.8% | +7.6% |
| 30D | +16.8% | -4.5% | +21.4% | +17.9% |
| 3M | +5.7% | -13.1% | +18.7% | +8.8% |
| 6M | +17.8% | -2.8% | +20.6% | +17.1% |
| YTD | +30.1% | +35.3% | -5.2% | +17.2% |
| 1Y | +32.8% | +51.4% | -18.6% | +15.7% |
| 3Y | +137.2% | +117.9% | +19.3% | +80.5% |
| 5Y | +81.5% | +272.6% | -191.1% | +17.3% |
| All | +81.5% | +269.6% | -188.2% | +17.3% |
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