+454.5%
TEAM vs STLD
+802.0%
-347.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.3% |
| 7D | -19.7% | -0.5% | -19.2% | -19.7% |
| 30D | -26.6% | -0.1% | -26.6% | -26.7% |
| 3M | -1.1% | -9.2% | +8.1% | +0.3% |
| 6M | +74.6% | +1.8% | +72.8% | +71.9% |
| YTD | -6.0% | +42.1% | -48.1% | -14.9% |
| 1Y | -3.2% | +58.5% | -61.8% | -14.7% |
| 3Y | -13.5% | +128.2% | -141.7% | -30.4% |
| 5Y | -65.5% | +288.2% | -353.7% | -74.8% |
| 10Y | +454.5% | +799.8% | -345.3% | +262.1% |
| All | +454.5% | +802.0% | -347.5% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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