+1,120.7%
STLD vs TRU
+148.6%
+972.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.3% |
| 7D | +2.7% | -7.2% | +9.9% | +5.2% |
| 30D | -8.4% | -2.8% | -5.6% | -8.0% |
| 3M | -9.9% | +13.0% | -22.9% | -14.9% |
| 6M | +33.0% | +0.7% | +32.4% | +30.1% |
| YTD | +42.6% | -9.0% | +51.6% | +42.8% |
| 1Y | +80.8% | -16.3% | +97.1% | +85.7% |
| 3Y | +143.4% | -1.1% | +144.5% | +122.5% |
| 5Y | +293.4% | -36.0% | +329.4% | +331.1% |
| All | +1,120.7% | +148.6% | +972.2% | +807.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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