+35.0%
EQT vs STLD
+140.5%
-105.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.0% | -2.8% | +0.8% | -1.5% |
| 30D | +1.0% | -10.4% | +11.4% | +2.9% |
| 3M | +4.0% | -10.6% | +14.6% | +5.7% |
| 6M | -11.7% | +32.7% | -44.4% | -17.5% |
| YTD | +2.8% | +42.8% | -40.0% | -6.1% |
| 1Y | +10.0% | +86.9% | -76.9% | -6.7% |
| All | +35.0% | +140.5% | -105.5% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling