+1,529.9%
SPY vs STLD
+7,971.8%
-6,441.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.6% | +3.2% | -2.7% |
| 7D | -4.7% | -12.5% | +7.8% | -1.9% |
| 30D | -5.9% | -6.8% | +0.9% | -4.5% |
| 3M | -4.5% | -16.4% | +11.8% | -1.1% |
| 6M | +1.8% | -6.1% | +7.9% | +2.4% |
| YTD | +8.3% | +32.0% | -23.6% | +0.5% |
| 1Y | +9.3% | +45.5% | -36.2% | -0.8% |
| 3Y | +74.9% | +106.5% | -31.6% | +44.0% |
| 5Y | +67.3% | +267.2% | -199.9% | +17.8% |
| 10Y | +311.6% | +878.9% | -567.3% | +118.8% |
| All | +1,529.9% | +7,971.8% | -6,441.9% | +350.7% |
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 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