+4.8%
EFX vs STLD
+119.8%
-115.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.1% |
| 7D | -0.8% | +2.9% | -3.7% | -1.2% |
| 30D | +25.1% | -5.6% | +30.7% | +25.8% |
| 3M | +1.7% | -11.7% | +13.4% | +3.0% |
| 6M | +18.4% | -2.8% | +21.1% | +17.7% |
| YTD | -12.5% | +36.4% | -49.0% | -19.4% |
| 1Y | -8.1% | +50.0% | -58.1% | -17.2% |
| 3Y | +4.8% | +122.3% | -117.5% | -17.6% |
| All | +4.8% | +119.8% | -115.0% | -17.6% |
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 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