+1,122.7%
STLD vs SPYG
+412.5%
+710.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | -2.8% | +0.3% | -3.1% | -3.1% |
| 30D | -10.4% | -1.7% | -8.7% | -9.0% |
| 3M | -10.6% | +3.6% | -14.2% | -14.1% |
| 6M | +32.7% | +16.6% | +16.1% | +14.4% |
| YTD | +42.8% | +13.4% | +29.4% | +26.0% |
| 1Y | +86.9% | +19.6% | +67.4% | +57.0% |
| 3Y | +143.8% | +99.8% | +44.0% | +24.6% |
| 5Y | +293.5% | +85.0% | +208.5% | +113.1% |
| 10Y | +1,122.7% | +422.1% | +700.6% | +111.7% |
| All | +1,122.7% | +412.5% | +710.2% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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