+3,102.7%
TER vs STLD
+8,684.3%
-5,581.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.1% |
| 7D | +0.6% | +3.1% | -2.5% | -0.7% |
| 30D | -8.3% | -9.0% | +0.7% | -5.1% |
| 3M | -12.2% | -12.4% | +0.2% | -8.2% |
| 6M | +17.1% | +25.5% | -8.4% | +7.0% |
| YTD | +84.7% | +43.6% | +41.1% | +60.0% |
| 1Y | +199.9% | +87.2% | +112.7% | +134.7% |
| 3Y | +232.8% | +135.2% | +97.5% | +135.0% |
| 5Y | +198.6% | +290.9% | -92.3% | +66.7% |
| 10Y | +1,669.7% | +1,113.5% | +556.3% | +476.9% |
| All | +3,102.7% | +8,684.3% | -5,581.6% | +222.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling