+285.7%
STLD vs SPY
+74.0%
+211.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +6.9% | +3.3% | +3.6% | +3.0% |
| 30D | -1.5% | -2.7% | +1.2% | +1.6% |
| 3M | -9.7% | -1.7% | -7.9% | -7.9% |
| 6M | +2.3% | +3.1% | -0.8% | -1.4% |
| YTD | +41.0% | +11.9% | +29.1% | +24.0% |
| 1Y | +51.8% | +12.0% | +39.8% | +33.4% |
| 3Y | +126.4% | +78.2% | +48.2% | +19.9% |
| 5Y | +285.7% | +73.2% | +212.5% | +102.5% |
| All | +285.7% | +74.0% | +211.7% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling