+371.4%
TEVA vs STLD
+274.1%
+97.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.2% | +2.7% |
| 7D | +4.4% | +2.9% | +1.5% | +3.7% |
| 30D | +9.3% | -5.6% | +14.8% | +10.5% |
| 3M | +21.9% | -11.7% | +33.6% | +24.7% |
| 6M | +22.8% | -2.8% | +25.5% | +22.2% |
| YTD | +42.6% | +36.4% | +6.1% | +29.6% |
| 1Y | +74.2% | +50.0% | +24.2% | +54.7% |
| 3Y | +404.5% | +122.3% | +282.2% | +292.1% |
| All | +371.4% | +274.1% | +97.3% | +190.8% |
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