+145.5%
TER vs STLD
+104.7%
+40.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.6% | -7.6% | -10.3% |
| 7D | -28.2% | -12.5% | -15.7% | -21.4% |
| 30D | -50.6% | -6.8% | -43.7% | -47.8% |
| 3M | -45.3% | -16.4% | -29.0% | -38.7% |
| 6M | -40.4% | -6.1% | -34.3% | -38.3% |
| YTD | +10.0% | +32.0% | -21.9% | -7.6% |
| 1Y | +13.6% | +45.5% | -31.9% | -9.9% |
| All | +145.5% | +104.7% | +40.7% | +55.3% |
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