+740.9%
STLD vs TRI
+225.2%
+515.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.3% |
| 7D | +2.9% | -2.9% | +5.8% | +3.7% |
| 30D | -5.6% | +3.7% | -9.3% | -7.2% |
| 3M | -11.7% | +3.7% | -15.4% | -13.9% |
| 6M | -2.8% | +35.1% | -37.9% | -14.9% |
| YTD | +36.4% | -14.0% | +50.5% | +40.8% |
| 1Y | +50.0% | -19.0% | +69.0% | +59.2% |
| 3Y | +122.3% | -12.0% | +134.3% | +110.9% |
| 5Y | +273.2% | +0.6% | +272.6% | +220.0% |
| All | +740.9% | +225.2% | +515.7% | +403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling