+293.4%
STLD vs SPYG
+84.3%
+209.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +2.7% | +1.2% | +1.5% | +1.7% |
| 30D | -8.4% | -1.6% | -6.9% | -7.3% |
| 3M | -9.9% | +3.4% | -13.2% | -12.7% |
| 6M | +33.0% | +18.9% | +14.1% | +15.2% |
| YTD | +42.6% | +13.8% | +28.8% | +27.6% |
| 1Y | +80.8% | +20.6% | +60.2% | +54.4% |
| 3Y | +143.4% | +100.5% | +42.9% | +37.3% |
| 5Y | +293.4% | +84.6% | +208.8% | +116.2% |
| All | +293.4% | +84.3% | +209.1% | +116.2% |
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