+286.6%
ELF vs STLD
+790.2%
-503.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.9% |
| 7D | +3.4% | +6.9% | -3.5% | +1.2% |
| 30D | +5.0% | -1.5% | +6.4% | +5.2% |
| 3M | +22.6% | -9.7% | +32.3% | +25.6% |
| 6M | +104.0% | +2.3% | +101.6% | +98.8% |
| YTD | +49.3% | +41.0% | +8.3% | +29.5% |
| 1Y | +46.0% | +51.8% | -5.8% | +23.5% |
| 3Y | +19.4% | +126.4% | -107.0% | -12.9% |
| 5Y | +262.0% | +285.7% | -23.7% | +111.7% |
| All | +286.6% | +790.2% | -503.7% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling