+285.7%
STLD vs TECH
-41.4%
+327.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | +6.9% | +0.2% | +6.6% | +6.8% |
| 30D | -1.5% | +0.5% | -2.0% | -1.6% |
| 3M | -9.7% | +1.0% | -10.6% | -9.9% |
| 6M | +2.3% | +54.1% | -51.7% | -9.3% |
| YTD | +41.0% | +24.4% | +16.6% | +30.6% |
| 1Y | +51.8% | +19.3% | +32.5% | +42.2% |
| 3Y | +126.4% | +28.5% | +97.9% | +96.6% |
| 5Y | +285.7% | -41.0% | +326.7% | +280.3% |
| All | +285.7% | -41.4% | +327.1% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling