+15.9%
ELV vs STLD
+292.4%
-276.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.6% |
| 7D | +3.3% | +3.1% | +0.2% | +2.9% |
| 30D | +4.2% | -9.0% | +13.1% | +5.3% |
| 3M | -0.1% | -12.4% | +12.3% | +1.4% |
| 6M | +41.3% | +25.5% | +15.8% | +36.1% |
| YTD | +17.4% | +43.6% | -26.2% | +10.6% |
| 1Y | +35.1% | +87.2% | -52.1% | +22.2% |
| 3Y | -3.2% | +135.2% | -138.5% | -17.3% |
| All | +15.9% | +292.4% | -276.5% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling