+485.0%
STLD vs TENB
+1.3%
+483.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.8% | -1.7% | -1.1% | -2.5% |
| 30D | -10.4% | -8.3% | -2.1% | -9.3% |
| 3M | -10.6% | +26.2% | -36.7% | -16.4% |
| 6M | +32.7% | +60.2% | -27.5% | +16.3% |
| YTD | +42.8% | +43.1% | -0.3% | +27.3% |
| 1Y | +86.9% | +9.4% | +77.6% | +77.6% |
| 3Y | +143.8% | -23.9% | +167.7% | +147.4% |
| 5Y | +293.5% | -28.2% | +321.7% | +287.0% |
| All | +485.0% | +1.3% | +483.7% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TENB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling