+740.9%
STLD vs TRU
+183.1%
+557.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -5.6% | +21.3% | -26.9% | -12.4% |
| 3M | -11.7% | +0.2% | -12.0% | -13.1% |
| 6M | -2.8% | +22.4% | -25.2% | -11.9% |
| YTD | +36.4% | -4.8% | +41.3% | +33.2% |
| 1Y | +50.0% | -0.2% | +50.2% | +43.5% |
| 3Y | +122.3% | +57.9% | +64.4% | +67.7% |
| 5Y | +273.2% | -26.1% | +299.4% | +280.2% |
| All | +740.9% | +183.1% | +557.8% | +468.7% |
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