+799.8%
STLD vs SPY
+311.8%
+488.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.4% |
| 7D | -0.5% | -0.9% | +0.4% | +0.8% |
| 30D | -0.1% | -2.4% | +2.3% | +2.9% |
| 3M | -9.2% | -1.2% | -8.0% | -7.9% |
| 6M | +1.8% | +3.3% | -1.5% | -2.6% |
| YTD | +42.1% | +12.3% | +29.8% | +23.0% |
| 1Y | +58.5% | +12.4% | +46.1% | +36.9% |
| 3Y | +128.2% | +78.8% | +49.4% | +11.5% |
| 5Y | +288.2% | +75.2% | +213.1% | +95.2% |
| 10Y | +799.8% | +311.1% | +488.7% | +56.1% |
| All | +799.8% | +311.8% | +488.1% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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