+255.8%
ELV vs STLD
+761.4%
-505.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.6% |
| 7D | +1.0% | +2.9% | -2.0% | +0.3% |
| 30D | +0.4% | -5.6% | +5.9% | +1.3% |
| 3M | +8.4% | -11.7% | +20.1% | +10.7% |
| 6M | +8.4% | -2.8% | +11.2% | +7.9% |
| YTD | +24.4% | +36.4% | -12.1% | +13.8% |
| 1Y | +33.5% | +50.0% | -16.5% | +19.5% |
| 3Y | -2.1% | +122.3% | -124.4% | -22.6% |
| 5Y | +5.8% | +273.2% | -267.4% | -30.9% |
| All | +255.8% | +761.4% | -505.6% | +65.0% |
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