+769.0%
STLD vs SPYG
+397.7%
+371.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | +6.9% | +4.2% | +2.6% | +2.9% |
| 30D | -1.5% | -7.4% | +5.9% | +5.5% |
| 3M | -9.7% | -5.3% | -4.4% | -5.4% |
| 6M | +2.3% | -1.2% | +3.5% | +2.4% |
| YTD | +41.0% | +9.0% | +32.0% | +28.6% |
| 1Y | +51.8% | +8.8% | +43.0% | +38.5% |
| 3Y | +126.4% | +92.8% | +33.7% | +19.2% |
| 5Y | +285.7% | +69.3% | +216.4% | +127.4% |
| All | +769.0% | +397.7% | +371.3% | +57.6% |
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