+54.6%
TER vs STLD
+255.4%
-200.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | -20.5% | -11.1% | -9.3% | -15.0% |
| 30D | -47.0% | -4.8% | -42.2% | -45.2% |
| 3M | -43.3% | -14.6% | -28.7% | -38.3% |
| 6M | -42.9% | -7.4% | -35.5% | -40.7% |
| YTD | +12.9% | +32.6% | -19.7% | -1.7% |
| 1Y | +18.2% | +47.3% | -29.2% | -2.2% |
| 3Y | +151.8% | +107.5% | +44.2% | +75.6% |
| All | +54.6% | +255.4% | -200.8% | -12.4% |
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