+238.6%
EQIX vs STLD
+1,072.4%
-833.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.3% | +2.7% | -1.3% | +0.9% |
| 30D | +0.3% | -8.4% | +8.8% | +1.4% |
| 3M | -1.6% | -9.9% | +8.3% | -0.5% |
| 6M | +12.2% | +33.0% | -20.9% | +7.5% |
| YTD | +38.0% | +42.6% | -4.6% | +30.7% |
| 1Y | +38.9% | +80.8% | -41.8% | +27.0% |
| 3Y | +43.8% | +143.4% | -99.6% | +24.7% |
| 5Y | +30.4% | +293.4% | -263.0% | +5.1% |
| 10Y | +238.6% | +1,080.4% | -841.8% | +111.2% |
| All | +238.6% | +1,072.4% | -833.8% | +111.2% |
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 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