+67.6%
SPY vs STLD
+255.4%
-187.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -2.7% | -11.1% | +8.4% | -0.1% |
| 30D | -5.4% | -4.8% | -0.6% | -4.4% |
| 3M | -4.1% | -14.6% | +10.5% | -0.9% |
| 6M | +0.7% | -7.4% | +8.1% | +1.6% |
| YTD | +8.7% | +32.6% | -23.9% | -0.3% |
| 1Y | +10.9% | +47.3% | -36.4% | -1.0% |
| 3Y | +75.0% | +107.5% | -32.5% | +40.2% |
| All | +67.6% | +255.4% | -187.7% | +13.0% |
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