+1,254.9%
EMR vs STLD
+8,684.3%
-7,429.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.2% |
| 7D | -1.5% | +3.1% | -4.7% | -2.5% |
| 30D | -5.6% | -9.0% | +3.4% | -3.1% |
| 3M | +7.9% | -12.4% | +20.3% | +11.8% |
| 6M | +6.0% | +25.5% | -19.5% | -1.5% |
| YTD | +16.4% | +43.6% | -27.2% | +3.6% |
| 1Y | +16.6% | +87.2% | -70.6% | -4.5% |
| 3Y | +62.9% | +135.2% | -72.4% | +22.8% |
| 5Y | +60.1% | +290.9% | -230.8% | +0.1% |
| 10Y | +268.8% | +1,113.5% | -844.7% | +60.1% |
| All | +1,254.9% | +8,684.3% | -7,429.3% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling