-25.0%
TEVA vs STLD
+1,131.4%
-1,156.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | +2.0% | -0.9% | +2.9% | +2.3% |
| 30D | +1.0% | -8.9% | +9.8% | +3.9% |
| 3M | +7.3% | -14.0% | +21.3% | +12.2% |
| 6M | +21.7% | +30.8% | -9.1% | +9.2% |
| YTD | +18.8% | +42.3% | -23.4% | +2.8% |
| 1Y | +86.5% | +81.1% | +5.4% | +47.4% |
| 3Y | +269.4% | +149.2% | +120.2% | +147.4% |
| 5Y | +303.6% | +292.9% | +10.7% | +108.4% |
| All | -25.0% | +1,131.4% | -1,156.4% | -76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling