+3,402.4%
SPG vs STLD
+8,684.3%
-5,281.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -2.4% | +3.1% | -5.5% | -3.3% |
| 30D | -6.8% | -9.0% | +2.1% | -4.6% |
| 3M | +2.7% | -12.4% | +15.0% | +5.9% |
| 6M | +5.5% | +25.5% | -20.0% | -2.6% |
| YTD | +15.7% | +43.6% | -27.9% | +2.3% |
| 1Y | +20.9% | +87.2% | -66.3% | -1.7% |
| 3Y | +112.4% | +135.2% | -22.8% | +57.8% |
| 5Y | +101.4% | +290.9% | -189.5% | +23.8% |
| 10Y | +60.6% | +1,113.5% | -1,052.8% | -30.8% |
| All | +3,402.4% | +8,684.3% | -5,281.9% | +843.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling