+50.4%
TER vs STLD
+268.5%
-218.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.6% | -7.6% | -11.2% |
| 7D | -28.2% | -12.5% | -15.7% | -22.6% |
| 30D | -50.6% | -6.8% | -43.7% | -48.3% |
| 3M | -45.3% | -16.4% | -29.0% | -39.9% |
| 6M | -40.4% | -6.1% | -34.3% | -38.5% |
| YTD | +10.0% | +32.0% | -21.9% | -4.0% |
| 1Y | +13.6% | +45.5% | -31.9% | -5.3% |
| 3Y | +145.2% | +106.5% | +38.7% | +71.6% |
| 5Y | +50.4% | +267.2% | -216.8% | -15.5% |
| All | +50.4% | +268.5% | -218.1% | -15.5% |
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