-31.3%
EFX vs STLD
+255.4%
-286.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.3% |
| 7D | +2.7% | -11.1% | +13.8% | +5.0% |
| 30D | +33.1% | -4.8% | +37.9% | +34.0% |
| 3M | +8.2% | -14.6% | +22.7% | +11.0% |
| 6M | +10.2% | -7.4% | +17.6% | +10.5% |
| YTD | -11.8% | +32.6% | -44.4% | -19.5% |
| 1Y | -6.1% | +47.3% | -53.4% | -16.6% |
| 3Y | +7.5% | +107.5% | -100.0% | -15.4% |
| All | -31.3% | +255.4% | -286.6% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling