-65.3%
TEAM vs STLD
+255.4%
-320.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.5% | -16.6% | -16.3% |
| 7D | -19.8% | -11.1% | -8.7% | -17.0% |
| 30D | -21.5% | -4.8% | -16.7% | -20.5% |
| 3M | +39.5% | -14.6% | +54.0% | +45.3% |
| 6M | +73.1% | -7.4% | +80.5% | +73.6% |
| YTD | -5.2% | +32.6% | -37.8% | -18.3% |
| 1Y | -1.6% | +47.3% | -48.9% | -18.9% |
| 3Y | -11.4% | +107.5% | -119.0% | -38.8% |
| All | -65.3% | +255.4% | -320.7% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling