+771.2%
TEVA vs STLD
+8,684.3%
-7,913.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -0.2% | +3.1% | -3.4% | -0.7% |
| 30D | +4.7% | -9.0% | +13.7% | +6.3% |
| 3M | +5.6% | -12.4% | +18.0% | +7.6% |
| 6M | +10.5% | +25.5% | -15.0% | +5.6% |
| YTD | +16.5% | +43.6% | -27.1% | +8.5% |
| 1Y | +96.8% | +87.2% | +9.6% | +74.8% |
| 3Y | +269.5% | +135.2% | +134.3% | +210.6% |
| 5Y | +283.5% | +290.9% | -7.3% | +190.1% |
| 10Y | -25.9% | +1,113.5% | -1,139.4% | -53.9% |
| All | +771.2% | +8,684.3% | -7,913.1% | +248.2% |
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