+1,385.5%
EMR vs STLD
+8,489.2%
-7,103.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -4.9% | -2.3% |
| 7D | +0.7% | -4.7% | +5.4% | +2.1% |
| 30D | +3.5% | -0.9% | +4.5% | +3.7% |
| 3M | +5.9% | -11.9% | +17.8% | +9.5% |
| 6M | +19.4% | +0.9% | +18.5% | +18.3% |
| YTD | +27.7% | +40.4% | -12.8% | +14.1% |
| 1Y | +30.9% | +56.6% | -25.7% | +13.3% |
| 3Y | +104.2% | +125.5% | -21.3% | +55.8% |
| 5Y | +89.6% | +292.8% | -203.2% | +18.6% |
| 10Y | +280.0% | +787.1% | -507.1% | +79.3% |
| All | +1,385.5% | +8,489.2% | -7,103.8% | +213.9% |
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 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