-3.9%
ELF vs STLD
+59.7%
-63.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +5.0% | +2.1% |
| 7D | -1.5% | -3.9% | +2.4% | -1.3% |
| 30D | +9.5% | -0.4% | +9.9% | +9.5% |
| 3M | +29.4% | -9.2% | +38.6% | +30.2% |
| 6M | +83.7% | +5.0% | +78.7% | +77.4% |
| YTD | +49.4% | +42.8% | +6.6% | +19.3% |
| 1Y | -3.9% | +60.1% | -64.0% | -42.5% |
| All | -3.9% | +59.7% | -63.6% | -42.5% |
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