+295.5%
TEVA vs STLD
+284.4%
+11.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -0.7% | -3.6% | +2.9% | +0.1% |
| 30D | -0.4% | -10.1% | +9.7% | +1.9% |
| 3M | +8.2% | -11.4% | +19.7% | +10.8% |
| 6M | +15.3% | +30.8% | -15.5% | +7.1% |
| YTD | +16.5% | +40.7% | -24.2% | +5.9% |
| 1Y | +85.7% | +80.8% | +5.0% | +58.9% |
| 3Y | +277.9% | +140.2% | +137.7% | +191.8% |
| 5Y | +295.5% | +288.5% | +7.1% | +158.0% |
| All | +295.5% | +284.4% | +11.1% | +158.0% |
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