-8.8%
EFX vs STLD
+56.0%
-64.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | +0.2% |
| 7D | +0.3% | -4.7% | +4.9% | 0.0% |
| 30D | +29.1% | -0.9% | +30.1% | +29.0% |
| 3M | +4.3% | -11.9% | +16.2% | +3.7% |
| 6M | +7.7% | +0.9% | +6.8% | +7.8% |
| YTD | -12.5% | +40.4% | -52.9% | -13.3% |
| 1Y | -8.8% | +56.6% | -65.4% | -11.1% |
| All | -8.8% | +56.0% | -64.8% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling