+229.4%
EQIX vs STLD
+12,306.2%
-12,076.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.4% |
| 7D | -0.1% | -11.1% | +11.0% | +2.9% |
| 30D | -1.8% | -4.8% | +2.9% | -0.7% |
| 3M | -3.4% | -14.6% | +11.2% | +0.1% |
| 6M | -6.0% | -7.4% | +1.4% | -5.0% |
| YTD | +34.2% | +32.6% | +1.6% | +23.0% |
| 1Y | +26.2% | +47.3% | -21.1% | +12.5% |
| 3Y | +41.7% | +107.5% | -65.9% | +12.3% |
| 5Y | +43.1% | +268.8% | -225.8% | -6.3% |
| 10Y | +260.8% | +883.3% | -622.5% | +58.0% |
| All | +229.4% | +12,306.2% | -12,076.8% | -29.9% |
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