+9.5%
SPGI vs STLD
+292.4%
-282.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +0.1% | +3.1% | -3.0% | -0.4% |
| 30D | +8.4% | -9.0% | +17.4% | +9.8% |
| 3M | +11.8% | -12.4% | +24.2% | +13.8% |
| 6M | +5.7% | +25.5% | -19.8% | +0.7% |
| YTD | -9.7% | +43.6% | -53.3% | -16.5% |
| 1Y | -12.5% | +87.2% | -99.6% | -23.5% |
| 3Y | +21.8% | +135.2% | -113.4% | -0.9% |
| All | +9.5% | +292.4% | -282.9% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling