-65.5%
TEAM vs STLD
+291.0%
-356.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | -19.7% | -0.5% | -19.2% | -19.7% |
| 30D | -26.6% | -0.1% | -26.6% | -26.8% |
| 3M | -1.1% | -9.2% | +8.1% | +1.1% |
| 6M | +74.6% | +1.8% | +72.8% | +70.0% |
| YTD | -6.0% | +42.1% | -48.1% | -20.7% |
| 1Y | -3.2% | +58.5% | -61.8% | -22.1% |
| 3Y | -13.5% | +128.2% | -141.7% | -42.1% |
| 5Y | -65.5% | +288.2% | -353.7% | -82.7% |
| All | -65.5% | +291.0% | -356.5% | -82.7% |
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