+181.7%
EQX vs STLD
+818.7%
-637.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.3% |
| 7D | -10.5% | +2.9% | -13.4% | -11.1% |
| 30D | +0.2% | -5.6% | +5.7% | +1.1% |
| 3M | -7.9% | -11.7% | +3.8% | -6.1% |
| 6M | -28.6% | -2.8% | -25.8% | -28.8% |
| YTD | -26.3% | +36.4% | -62.7% | -31.3% |
| 1Y | -20.2% | +50.0% | -70.2% | -27.0% |
| 3Y | +131.1% | +122.3% | +8.8% | +91.7% |
| 5Y | +21.7% | +273.2% | -251.6% | -9.6% |
| All | +181.7% | +818.7% | -637.0% | +127.4% |
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