+69.1%
EFX vs STLD
+779.4%
-710.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.1% |
| 7D | -2.2% | -9.7% | +7.5% | -0.3% |
| 30D | +29.2% | -4.5% | +33.7% | +30.1% |
| 3M | +3.5% | -13.1% | +16.5% | +5.8% |
| 6M | +7.8% | -2.8% | +10.5% | +7.2% |
| YTD | -12.4% | +35.3% | -47.8% | -19.6% |
| 1Y | -8.2% | +51.4% | -59.6% | -17.9% |
| 3Y | +4.7% | +117.9% | -113.2% | -15.5% |
| 5Y | -32.0% | +272.6% | -304.6% | -52.2% |
| 10Y | +69.1% | +782.2% | -713.1% | +2.7% |
| All | +69.1% | +779.4% | -710.3% | +2.7% |
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