-12.9%
TEAM vs STLD
+129.0%
-141.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.5% |
| 6M | +74.6% | +1.8% | +72.8% | +71.3% |
| YTD | -6.0% | +42.1% | -48.1% | -18.2% |
| 1Y | -3.2% | +58.5% | -61.8% | -19.5% |
| All | -12.9% | +129.0% | -141.9% | -38.6% |
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