+787.1%
STLD vs TAP
-48.8%
+835.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.4% | +3.6% |
| 7D | -4.7% | -4.5% | -0.1% | -2.9% |
| 30D | -0.9% | +7.5% | -8.4% | -4.5% |
| 3M | -11.9% | -4.9% | -7.0% | -10.8% |
| 6M | +0.9% | -3.5% | +4.4% | +0.9% |
| YTD | +40.4% | -11.4% | +51.8% | +44.7% |
| 1Y | +56.6% | -10.8% | +67.4% | +60.4% |
| 3Y | +125.5% | -24.5% | +150.0% | +143.1% |
| 5Y | +292.8% | +2.5% | +290.4% | +251.6% |
| 10Y | +787.1% | -47.6% | +834.7% | +744.4% |
| All | +787.1% | -48.8% | +835.9% | +744.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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