+68.9%
EFA vs STLD
+144.6%
-75.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.6% | +3.1% | -2.6% | 0.0% |
| 30D | +0.9% | -9.0% | +9.8% | +2.5% |
| 3M | +4.9% | -12.4% | +17.2% | +7.1% |
| 6M | +8.6% | +25.5% | -16.9% | +3.1% |
| YTD | +14.6% | +43.6% | -29.0% | +6.1% |
| 1Y | +22.6% | +87.2% | -64.6% | +7.8% |
| All | +68.9% | +144.6% | -75.7% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling