+272.8%
ELV vs STLD
+779.4%
-506.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.2% |
| 7D | +1.1% | -9.7% | +10.8% | +3.2% |
| 30D | +1.3% | -4.5% | +5.9% | +2.1% |
| 3M | +6.6% | -13.1% | +19.6% | +9.2% |
| 6M | +11.6% | -2.8% | +14.3% | +11.0% |
| YTD | +21.1% | +35.3% | -14.3% | +11.0% |
| 1Y | +34.2% | +51.4% | -17.1% | +19.9% |
| 3Y | -2.9% | +117.9% | -120.9% | -23.0% |
| 5Y | +4.6% | +272.6% | -268.0% | -31.8% |
| 10Y | +272.8% | +782.2% | -509.4% | +60.6% |
| All | +272.8% | +779.4% | -506.6% | +60.6% |
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 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