+29.9%
SPGI vs STLD
+119.8%
-89.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.3% |
| 7D | +1.2% | +2.9% | -1.7% | +1.0% |
| 30D | +15.9% | -5.6% | +21.5% | +16.3% |
| 3M | +12.3% | -11.7% | +24.0% | +13.2% |
| 6M | +23.7% | -2.8% | +26.5% | +23.3% |
| YTD | -3.5% | +36.4% | -40.0% | -8.4% |
| 1Y | +0.4% | +50.0% | -49.6% | -6.0% |
| 3Y | +29.9% | +122.3% | -92.4% | +10.7% |
| All | +29.9% | +119.8% | -89.9% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling