+50.9%
STLD vs TAP
-10.2%
+61.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.1% |
| 7D | -9.7% | -7.8% | -1.8% | -9.3% |
| 30D | -4.5% | +7.1% | -11.7% | -4.9% |
| 3M | -13.1% | -7.0% | -6.0% | -12.4% |
| 6M | -2.8% | -3.8% | +1.0% | -2.3% |
| YTD | +35.3% | -11.7% | +47.0% | +38.3% |
| All | +50.9% | -10.2% | +61.1% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling