-1.5%
ELV vs STLD
+105.6%
-107.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | +1.3% | -11.1% | +12.4% | +2.0% |
| 30D | +5.3% | -4.8% | +10.1% | +5.5% |
| 3M | +9.2% | -14.6% | +23.8% | +10.1% |
| 6M | +14.5% | -7.4% | +22.0% | +14.7% |
| YTD | +23.2% | +32.6% | -9.4% | +19.2% |
| 1Y | +38.0% | +47.3% | -9.3% | +32.2% |
| 3Y | -1.5% | +107.5% | -109.1% | -7.1% |
| All | -1.5% | +105.6% | -107.2% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling