+2.2%
SPGI vs STLD
+56.0%
-53.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.8% |
| 7D | +1.6% | -4.7% | +6.2% | +1.1% |
| 30D | +16.1% | -0.9% | +17.0% | +16.0% |
| 3M | +15.5% | -11.9% | +27.3% | +14.3% |
| 6M | +19.6% | +0.9% | +18.7% | +20.1% |
| YTD | -3.6% | +40.4% | -44.0% | -3.0% |
| 1Y | +2.2% | +56.6% | -54.3% | +2.3% |
| All | +2.2% | +56.0% | -53.8% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling