+40.2%
EFX vs STLD
+1,072.4%
-1,032.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.9% |
| 7D | -7.8% | +2.7% | -10.5% | -8.3% |
| 30D | -5.7% | -8.4% | +2.7% | -4.3% |
| 3M | +2.5% | -9.9% | +12.4% | +4.1% |
| 6M | -16.7% | +33.0% | -49.7% | -22.3% |
| YTD | -20.2% | +42.6% | -62.8% | -27.1% |
| 1Y | -31.4% | +80.8% | -112.1% | -40.8% |
| 3Y | -10.5% | +143.4% | -153.9% | -28.9% |
| 5Y | -35.2% | +293.4% | -328.6% | -54.5% |
| 10Y | +40.2% | +1,080.4% | -1,040.3% | -21.6% |
| All | +40.2% | +1,072.4% | -1,032.2% | -21.6% |
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