+272.6%
STLD vs SPYG
+67.2%
+205.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | 0.0% |
| 7D | -9.7% | 0.0% | -9.7% | -9.6% |
| 30D | -4.5% | -8.4% | +3.9% | +2.1% |
| 3M | -13.1% | -6.2% | -6.8% | -8.7% |
| 6M | -2.8% | -1.8% | -1.0% | -2.1% |
| YTD | +35.3% | +8.4% | +27.0% | +25.6% |
| 1Y | +51.4% | +10.1% | +41.3% | +38.6% |
| 3Y | +117.9% | +94.9% | +23.0% | +25.3% |
| 5Y | +272.6% | +68.5% | +204.1% | +114.2% |
| All | +272.6% | +67.2% | +205.4% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling