+1,001.8%
TER vs STLD
+779.4%
+222.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.1% | +10.6% | +11.8% |
| 7D | -5.8% | -9.7% | +3.9% | -0.9% |
| 30D | -38.9% | -4.5% | -34.4% | -37.2% |
| 3M | -35.1% | -13.1% | -22.0% | -30.8% |
| 6M | -31.6% | -2.8% | -28.8% | -30.8% |
| YTD | +27.2% | +35.3% | -8.1% | +12.2% |
| 1Y | +35.2% | +51.4% | -16.2% | +13.8% |
| 3Y | +192.8% | +117.9% | +74.9% | +110.2% |
| 5Y | +72.4% | +272.6% | -200.2% | -2.6% |
| 10Y | +1,001.8% | +782.2% | +219.7% | +327.0% |
| All | +1,001.8% | +779.4% | +222.5% | +327.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling