+238.5%
TER vs STLD
+135.5%
+103.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.4% |
| 7D | +0.6% | +3.1% | -2.5% | -1.4% |
| 30D | -8.3% | -9.0% | +0.7% | -3.3% |
| 3M | -12.2% | -12.4% | +0.2% | -6.0% |
| 6M | +17.1% | +25.5% | -8.4% | +0.9% |
| YTD | +84.7% | +43.6% | +41.1% | +47.3% |
| 1Y | +199.9% | +87.2% | +112.7% | +107.3% |
| All | +238.5% | +135.5% | +103.0% | +108.3% |
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