+149.6%
ETR vs STLD
+274.1%
-124.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | +0.5% | +2.9% | -2.4% | +0.3% |
| 30D | +6.4% | -5.6% | +11.9% | +6.8% |
| 3M | +4.0% | -11.7% | +15.7% | +4.9% |
| 6M | -0.5% | -2.8% | +2.3% | -0.6% |
| YTD | +22.4% | +36.4% | -14.0% | +18.1% |
| 1Y | +19.9% | +50.0% | -30.2% | +14.6% |
| 3Y | +154.7% | +122.3% | +32.4% | +130.1% |
| All | +149.6% | +274.1% | -124.5% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling