+314.5%
ELF vs STLD
+979.1%
-664.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.6% | +4.3% | -1.0% |
| 7D | -2.7% | -12.5% | +9.7% | +1.2% |
| 30D | +6.9% | -6.8% | +13.7% | +9.0% |
| 3M | +27.2% | -16.4% | +43.6% | +33.3% |
| 6M | +84.9% | -6.1% | +91.0% | +85.1% |
| YTD | +44.5% | +32.0% | +12.5% | +28.2% |
| 1Y | -6.8% | +45.5% | -52.3% | -19.8% |
| 3Y | +14.2% | +106.5% | -92.2% | -13.7% |
| 5Y | +250.6% | +267.2% | -16.6% | +110.6% |
| 10Y | +318.0% | +878.9% | -560.9% | +90.7% |
| All | +314.5% | +979.1% | -664.6% | +88.1% |
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 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