+293.4%
STLD vs TRU
-35.2%
+328.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | +2.7% | -7.2% | +9.9% | +4.6% |
| 30D | -8.4% | -2.8% | -5.6% | -8.1% |
| 3M | -9.9% | +13.0% | -22.9% | -13.6% |
| 6M | +33.0% | +0.7% | +32.4% | +31.0% |
| YTD | +42.6% | -9.0% | +51.6% | +43.2% |
| 1Y | +80.8% | -16.3% | +97.1% | +85.4% |
| 3Y | +143.4% | -1.1% | +144.5% | +133.6% |
| 5Y | +293.4% | -36.0% | +329.4% | +331.1% |
| All | +293.4% | -35.2% | +328.6% | +331.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling