+83.4%
EMR vs STLD
+255.4%
-172.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | -1.6% | -11.1% | +9.6% | +2.6% |
| 30D | +2.0% | -4.8% | +6.7% | +3.7% |
| 3M | +3.8% | -14.6% | +18.4% | +9.2% |
| 6M | +10.5% | -7.4% | +17.9% | +12.5% |
| YTD | +23.7% | +32.6% | -8.9% | +10.4% |
| 1Y | +25.4% | +47.3% | -21.9% | +7.8% |
| 3Y | +86.6% | +107.5% | -21.0% | +40.0% |
| All | +83.4% | +255.4% | -172.0% | +13.2% |
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