+338.6%
SPGI vs STLD
+802.0%
-463.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +15.3% | -0.1% | +15.3% | +15.1% |
| 3M | +16.5% | -9.2% | +25.7% | +18.4% |
| 6M | +19.8% | +1.8% | +18.1% | +17.8% |
| YTD | -3.2% | +42.1% | -45.4% | -13.1% |
| 1Y | +1.8% | +58.5% | -56.7% | -11.1% |
| 3Y | +30.6% | +128.2% | -97.6% | +0.7% |
| 5Y | +16.0% | +288.2% | -272.2% | -25.8% |
| 10Y | +338.6% | +799.8% | -461.2% | +100.7% |
| All | +338.6% | +802.0% | -463.5% | +100.7% |
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