+238.8%
EQX vs STLD
+857.9%
-619.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | +7.8% | -8.9% | +16.6% | +9.5% |
| 3M | +21.3% | -14.0% | +35.4% | +24.5% |
| 6M | -22.4% | +30.8% | -53.3% | -26.9% |
| YTD | -11.3% | +42.3% | -53.6% | -17.8% |
| 1Y | +13.5% | +81.1% | -67.6% | +0.2% |
| 3Y | +162.1% | +149.2% | +12.9% | +112.9% |
| 5Y | +84.2% | +292.9% | -208.7% | +35.8% |
| All | +238.8% | +857.9% | -619.1% | +172.0% |
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