+58.1%
EQT vs STLD
+761.4%
-703.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +2.0% |
| 7D | +6.9% | +2.9% | +4.0% | +5.8% |
| 30D | +0.4% | -5.6% | +6.0% | +2.2% |
| 3M | -2.0% | -11.7% | +9.7% | +1.5% |
| 6M | -5.0% | -2.8% | -2.2% | -5.5% |
| YTD | -0.3% | +36.4% | -36.7% | -13.3% |
| 1Y | -11.3% | +50.0% | -61.3% | -25.5% |
| 3Y | +38.3% | +122.3% | -84.0% | -3.8% |
| 5Y | +166.4% | +273.2% | -106.9% | +45.0% |
| All | +58.1% | +761.4% | -703.3% | -41.2% |
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