-11.4%
TEAM vs STLD
+105.6%
-117.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.5% | -16.6% | -16.2% |
| 7D | -19.8% | -11.1% | -8.7% | -18.0% |
| 30D | -21.5% | -4.8% | -16.7% | -20.8% |
| 3M | +39.5% | -14.6% | +54.0% | +43.5% |
| 6M | +73.1% | -7.4% | +80.5% | +73.2% |
| YTD | -5.2% | +32.6% | -37.8% | -16.3% |
| 1Y | -1.6% | +47.3% | -48.9% | -16.8% |
| 3Y | -11.4% | +107.5% | -119.0% | -36.2% |
| All | -11.4% | +105.6% | -117.1% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling