+16,687.7%
STLD vs SPYG
+535.5%
+16,152.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | -0.7% |
| 7D | -0.5% | -1.5% | +1.0% | +1.3% |
| 30D | -0.1% | -7.2% | +7.1% | +8.3% |
| 3M | -9.2% | -4.6% | -4.5% | -4.6% |
| 6M | +1.8% | -1.2% | +3.0% | +1.6% |
| YTD | +42.1% | +9.3% | +32.8% | +26.3% |
| 1Y | +58.5% | +8.8% | +49.7% | +41.2% |
| 3Y | +128.2% | +93.3% | +34.9% | +3.6% |
| 5Y | +288.2% | +71.7% | +216.5% | +95.9% |
| 10Y | +799.8% | +399.8% | +400.0% | +23.0% |
| All | +16,687.7% | +535.5% | +16,152.3% | +1,100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling