+2,025.5%
EQT vs STLD
+8,525.3%
-6,499.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +3.4% | +6.9% | -3.4% | +1.6% |
| 30D | -3.5% | -1.5% | -2.0% | -3.2% |
| 3M | -2.8% | -9.7% | +6.8% | -0.5% |
| 6M | -5.5% | +2.3% | -7.9% | -7.2% |
| YTD | -1.1% | +41.0% | -42.2% | -12.2% |
| 1Y | -12.9% | +51.8% | -64.7% | -24.3% |
| 3Y | +39.5% | +126.4% | -86.9% | +5.4% |
| 5Y | +164.1% | +285.7% | -121.6% | +67.8% |
| 10Y | +60.8% | +792.7% | -731.9% | -24.0% |
| All | +2,025.5% | +8,525.3% | -6,499.7% | +497.7% |
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