+2,132.6%
EQT vs STLD
+8,684.3%
-6,551.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +1.1% | +3.1% | -2.0% | +0.2% |
| 30D | +7.7% | -9.0% | +16.7% | +10.2% |
| 3M | +0.2% | -12.4% | +12.6% | +3.2% |
| 6M | -9.5% | +25.5% | -35.0% | -16.3% |
| YTD | +3.8% | +43.6% | -39.8% | -8.1% |
| 1Y | +7.8% | +87.2% | -79.4% | -11.9% |
| 3Y | +30.1% | +135.2% | -105.1% | -2.7% |
| 5Y | +188.6% | +290.9% | -102.3% | +83.1% |
| 10Y | +54.6% | +1,113.5% | -1,058.9% | -32.6% |
| All | +2,132.6% | +8,684.3% | -6,551.7% | +525.7% |
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