-14.3%
TEAM vs STLD
+119.8%
-134.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.9% |
| 7D | -2.4% | +2.9% | -5.3% | -3.0% |
| 30D | -26.7% | -5.6% | -21.2% | -26.0% |
| 3M | -9.6% | -11.7% | +2.1% | -7.7% |
| 6M | +86.0% | -2.8% | +88.8% | +84.2% |
| YTD | -7.5% | +36.4% | -43.9% | -18.9% |
| 1Y | -1.4% | +50.0% | -51.4% | -16.8% |
| 3Y | -14.3% | +122.3% | -136.6% | -39.1% |
| All | -14.3% | +119.8% | -134.1% | -39.1% |
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 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