+7,256.6%
SPGI vs STLD
+7,971.8%
-715.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.6% | +5.7% | -0.2% |
| 7D | +2.6% | -12.5% | +15.0% | +5.6% |
| 30D | +19.3% | -6.8% | +26.1% | +21.0% |
| 3M | +15.5% | -16.4% | +31.8% | +19.5% |
| 6M | +18.3% | -6.1% | +24.5% | +18.5% |
| YTD | -3.8% | +32.0% | -35.8% | -11.6% |
| 1Y | +1.3% | +45.5% | -44.2% | -9.0% |
| 3Y | +33.6% | +106.5% | -72.9% | +7.8% |
| 5Y | +13.2% | +267.2% | -254.0% | -22.7% |
| 10Y | +346.3% | +878.9% | -532.6% | +125.0% |
| All | +7,256.6% | +7,971.8% | -715.2% | +2,005.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling