+8,153.7%
STLD vs SPY
+1,619.1%
+6,534.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -9.0% | +0.1% | -9.0% | -9.0% |
| 3M | -12.4% | +2.0% | -14.4% | -15.0% |
| 6M | +25.5% | +13.0% | +12.5% | +6.8% |
| YTD | +43.6% | +13.5% | +30.1% | +21.3% |
| 1Y | +87.2% | +20.0% | +67.2% | +47.4% |
| 3Y | +135.2% | +77.2% | +58.0% | +10.6% |
| 5Y | +290.9% | +81.9% | +209.0% | +77.0% |
| 10Y | +1,113.5% | +314.1% | +799.4% | +89.5% |
| All | +8,153.7% | +1,619.1% | +6,534.6% | +302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling