+787.1%
STLD vs SPYG
+385.4%
+401.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.5% |
| 7D | -4.7% | -1.9% | -2.7% | -2.9% |
| 30D | -0.9% | -9.2% | +8.2% | +7.8% |
| 3M | -11.9% | -6.8% | -5.1% | -6.3% |
| 6M | +0.9% | -2.6% | +3.5% | +2.3% |
| YTD | +40.4% | +7.5% | +33.0% | +29.7% |
| 1Y | +56.6% | +6.7% | +49.9% | +45.5% |
| 3Y | +125.5% | +90.1% | +35.4% | +20.3% |
| 5Y | +292.8% | +69.2% | +223.6% | +131.3% |
| 10Y | +787.1% | +391.9% | +395.2% | +69.0% |
| All | +787.1% | +385.4% | +401.7% | +69.0% |
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