+308.3%
SPGI vs STLD
+1,105.0%
-796.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +0.1% | +3.1% | -3.0% | -0.6% |
| 30D | +8.4% | -9.0% | +17.4% | +10.4% |
| 3M | +11.8% | -12.4% | +24.2% | +14.5% |
| 6M | +5.7% | +25.5% | -19.8% | -1.1% |
| YTD | -9.7% | +43.6% | -53.3% | -18.7% |
| 1Y | -12.5% | +87.2% | -99.6% | -26.7% |
| 3Y | +21.8% | +135.2% | -113.4% | -6.5% |
| 5Y | +8.2% | +290.9% | -282.7% | -30.7% |
| All | +308.3% | +1,105.0% | -796.7% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling