+8,004.3%
STLD vs SPY
+1,594.1%
+6,410.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | +6.9% | +3.3% | +3.6% | +2.4% |
| 30D | -1.5% | -2.7% | +1.2% | +2.0% |
| 3M | -9.7% | -1.7% | -7.9% | -7.6% |
| 6M | +2.3% | +3.1% | -0.8% | -2.1% |
| YTD | +41.0% | +11.9% | +29.1% | +21.3% |
| 1Y | +51.8% | +12.0% | +39.8% | +30.5% |
| 3Y | +126.4% | +78.2% | +48.2% | +5.7% |
| 5Y | +285.7% | +73.2% | +212.5% | +86.1% |
| 10Y | +792.7% | +309.6% | +483.1% | +40.9% |
| All | +8,004.3% | +1,594.1% | +6,410.2% | +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