+7,518.6%
STLD vs TAP
+688.3%
+6,830.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +2.1% |
| 7D | -11.1% | +0.5% | -11.6% | -11.5% |
| 30D | -4.8% | +9.1% | -13.9% | -8.2% |
| 3M | -14.6% | -3.8% | -10.8% | -14.1% |
| 6M | -7.4% | -3.4% | -4.0% | -7.4% |
| YTD | +32.6% | -10.6% | +43.2% | +35.6% |
| 1Y | +47.3% | -4.4% | +51.7% | +46.5% |
| 3Y | +107.5% | -24.4% | +131.9% | +121.2% |
| 5Y | +268.8% | +2.1% | +266.8% | +245.9% |
| 10Y | +883.3% | -48.7% | +932.1% | +1,019.8% |
| All | +7,518.6% | +688.3% | +6,830.3% | +5,730.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling