+139.1%
STLD vs TAP
-28.0%
+167.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +3.1% | -2.3% | +5.5% | +3.6% |
| 30D | -9.0% | -2.1% | -6.8% | -8.8% |
| 3M | -12.4% | +6.6% | -19.0% | -13.8% |
| 6M | +25.5% | -11.5% | +37.0% | +28.5% |
| YTD | +43.6% | -10.3% | +53.9% | +46.3% |
| 1Y | +87.2% | -14.4% | +101.6% | +92.9% |
| All | +139.1% | -28.0% | +167.1% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling