+743.3%
ENTG vs STLD
+804.7%
-61.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.8% | -2.9% |
| 7D | -9.3% | -4.7% | -4.6% | -6.9% |
| 30D | -16.4% | -0.9% | -15.4% | -15.4% |
| 3M | -3.8% | -11.9% | +8.0% | +2.2% |
| 6M | -6.9% | +0.9% | -7.8% | -8.0% |
| YTD | +65.0% | +40.4% | +24.5% | +39.7% |
| 1Y | +61.7% | +56.6% | +5.1% | +30.2% |
| 3Y | +46.6% | +125.5% | -78.8% | +0.2% |
| 5Y | -2.7% | +292.8% | -295.5% | -48.1% |
| 10Y | +743.3% | +787.1% | -43.8% | +212.9% |
| All | +743.3% | +804.7% | -61.4% | +212.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling