+49.5%
EQT vs STLD
+1,117.5%
-1,068.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -1.2% | -3.6% | +2.5% | +0.1% |
| 30D | +1.1% | -10.1% | +11.2% | +4.4% |
| 3M | +4.8% | -11.4% | +16.2% | +8.2% |
| 6M | -10.6% | +30.8% | -41.4% | -20.1% |
| YTD | +3.4% | +40.7% | -37.2% | -10.6% |
| 1Y | +8.7% | +80.8% | -72.1% | -14.8% |
| 3Y | +35.0% | +140.2% | -105.2% | -8.5% |
| 5Y | +204.2% | +288.5% | -84.2% | +64.5% |
| All | +49.5% | +1,117.5% | -1,068.0% | -50.0% |
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 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