+8,153.7%
STLD vs TAP
+691.6%
+7,462.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +3.1% | -2.3% | +5.5% | +4.0% |
| 30D | -9.0% | -2.1% | -6.8% | -8.5% |
| 3M | -12.4% | +6.6% | -19.0% | -14.9% |
| 6M | +25.5% | -11.5% | +37.0% | +29.8% |
| YTD | +43.6% | -10.3% | +53.9% | +47.4% |
| 1Y | +87.2% | -14.4% | +101.6% | +94.6% |
| 3Y | +135.2% | -28.3% | +163.5% | +156.8% |
| 5Y | +290.9% | +1.7% | +289.2% | +268.6% |
| 10Y | +1,113.5% | -49.2% | +1,162.7% | +1,292.9% |
| All | +8,153.7% | +691.6% | +7,462.1% | +6,241.8% |
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