+78.1%
EFX vs STLD
+804.7%
-726.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -0.8% |
| 7D | +0.3% | -4.7% | +4.9% | +1.1% |
| 30D | +29.1% | -0.9% | +30.1% | +29.0% |
| 3M | +4.3% | -11.9% | +16.2% | +6.4% |
| 6M | +7.7% | +0.9% | +6.8% | +6.3% |
| YTD | -12.5% | +40.4% | -52.9% | -20.3% |
| 1Y | -8.8% | +56.6% | -65.4% | -19.0% |
| 3Y | +4.3% | +125.5% | -121.1% | -16.5% |
| 5Y | -29.4% | +292.8% | -322.2% | -51.0% |
| 10Y | +78.1% | +787.1% | -709.0% | +0.5% |
| All | +78.1% | +804.7% | -726.6% | +0.5% |
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