-18.0%
ELF vs STLD
+89.3%
-107.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.3% |
| 7D | +5.4% | +3.1% | +2.2% | +4.9% |
| 30D | +27.0% | -9.0% | +36.0% | +28.5% |
| 3M | +113.2% | -12.4% | +125.6% | +119.8% |
| 6M | +36.6% | +25.5% | +11.1% | +23.2% |
| YTD | +44.2% | +43.6% | +0.6% | +20.1% |
| 1Y | -18.0% | +87.2% | -105.2% | -36.1% |
| All | -18.0% | +89.3% | -107.2% | -36.1% |
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