+328.8%
ELF vs STLD
+1,067.7%
-738.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +5.0% | +2.8% |
| 7D | -1.5% | -3.9% | +2.4% | -0.4% |
| 30D | +9.5% | -0.4% | +9.9% | +9.5% |
| 3M | +29.4% | -9.2% | +38.6% | +32.3% |
| 6M | +83.7% | +5.0% | +78.7% | +77.6% |
| YTD | +49.4% | +42.8% | +6.6% | +29.5% |
| 1Y | -3.9% | +60.1% | -64.0% | -19.8% |
| 3Y | +18.2% | +123.5% | -105.3% | -12.9% |
| 5Y | +276.1% | +302.0% | -25.9% | +119.7% |
| 10Y | +332.4% | +959.3% | -626.9% | +92.6% |
| All | +328.8% | +1,067.7% | -738.9% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling