+289.1%
ETR vs STLD
+1,087.1%
-798.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +1.4% | +3.1% | -1.7% | +1.0% |
| 30D | +1.0% | -9.0% | +10.0% | +2.0% |
| 3M | -1.3% | -12.4% | +11.1% | +0.1% |
| 6M | +1.9% | +25.5% | -23.6% | -1.5% |
| YTD | +18.2% | +43.6% | -25.5% | +12.0% |
| 1Y | +24.7% | +87.2% | -62.5% | +13.9% |
| 3Y | +150.7% | +135.2% | +15.4% | +118.3% |
| 5Y | +127.0% | +290.9% | -163.8% | +78.5% |
| All | +289.1% | +1,087.1% | -798.0% | +129.2% |
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