+293.4%
STLD vs TRI
-7.1%
+300.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.1% |
| 7D | +2.7% | -7.1% | +9.7% | +3.5% |
| 30D | -8.4% | -2.3% | -6.1% | -8.4% |
| 3M | -9.9% | +19.6% | -29.4% | -12.8% |
| 6M | +33.0% | -8.7% | +41.7% | +34.9% |
| YTD | +42.6% | -22.3% | +64.8% | +52.7% |
| 1Y | +80.8% | -40.7% | +121.4% | +113.0% |
| 3Y | +143.4% | -17.8% | +161.2% | +127.4% |
| 5Y | +293.4% | -8.5% | +301.9% | +198.9% |
| All | +293.4% | -7.1% | +300.5% | +198.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling