+258.8%
STLD vs TRU
-26.8%
+285.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.9% |
| 7D | -11.1% | +5.7% | -16.8% | -12.4% |
| 30D | -4.8% | +29.2% | -34.0% | -11.2% |
| 3M | -14.6% | +2.7% | -17.2% | -15.9% |
| 6M | -7.4% | +15.2% | -22.6% | -12.4% |
| YTD | +32.6% | -4.9% | +37.4% | +30.9% |
| 1Y | +47.3% | +3.4% | +43.9% | +41.5% |
| 3Y | +107.5% | +63.2% | +44.4% | +69.8% |
| All | +258.8% | -26.8% | +285.6% | +261.7% |
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 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