+366.9%
ETR vs STLD
+779.4%
-412.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | +1.7% | -9.7% | +11.4% | +3.0% |
| 30D | +8.7% | -4.5% | +13.3% | +9.3% |
| 3M | +4.9% | -13.1% | +18.0% | +6.5% |
| 6M | +0.8% | -2.8% | +3.5% | +0.6% |
| YTD | +23.1% | +35.3% | -12.2% | +17.3% |
| 1Y | +17.9% | +51.4% | -33.5% | +10.6% |
| 3Y | +154.5% | +117.9% | +36.6% | +123.2% |
| 5Y | +160.3% | +272.6% | -112.3% | +105.0% |
| 10Y | +366.9% | +782.2% | -415.2% | +195.4% |
| All | +366.9% | +779.4% | -412.4% | +195.4% |
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 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