+1,057.8%
TER vs STLD
+790.2%
+267.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +24.0% | +6.9% | +17.1% | +20.4% |
| 30D | -30.6% | -1.5% | -29.2% | -29.7% |
| 3M | -34.5% | -9.7% | -24.8% | -31.2% |
| 6M | -26.4% | +2.3% | -28.7% | -27.2% |
| YTD | +36.4% | +41.0% | -4.6% | +18.1% |
| 1Y | +47.4% | +51.8% | -4.4% | +23.8% |
| 3Y | +202.6% | +126.4% | +76.1% | +113.3% |
| 5Y | +83.9% | +285.7% | -201.8% | +2.1% |
| All | +1,057.8% | +790.2% | +267.5% | +323.0% |
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