+312.8%
SPY vs STLD
+1,087.1%
-774.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +0.1% | +3.1% | -3.0% | -0.7% |
| 30D | +0.1% | -9.0% | +9.0% | +2.2% |
| 3M | +2.0% | -12.4% | +14.4% | +4.8% |
| 6M | +13.0% | +25.5% | -12.5% | +5.5% |
| YTD | +13.5% | +43.6% | -30.1% | +1.9% |
| 1Y | +20.0% | +87.2% | -67.2% | +0.1% |
| 3Y | +77.2% | +135.2% | -58.0% | +36.1% |
| 5Y | +81.9% | +290.9% | -209.0% | +17.3% |
| All | +312.8% | +1,087.1% | -774.2% | +82.5% |
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