+285.0%
ELF vs STLD
+289.0%
-4.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.8% |
| 7D | +6.3% | -4.7% | +10.9% | +7.7% |
| 30D | +8.5% | -0.9% | +9.4% | +8.6% |
| 3M | +24.4% | -11.9% | +36.3% | +28.2% |
| 6M | +94.7% | +0.9% | +93.8% | +90.6% |
| YTD | +55.9% | +40.4% | +15.4% | +35.3% |
| 1Y | +48.4% | +56.6% | -8.2% | +24.1% |
| 3Y | +24.6% | +125.5% | -100.8% | -8.5% |
| 5Y | +285.0% | +292.8% | -7.8% | +130.6% |
| All | +285.0% | +289.0% | -4.0% | +130.6% |
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 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