+160.5%
ETR vs STLD
+255.4%
-94.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +0.4% | -11.1% | +11.5% | +1.3% |
| 30D | +7.5% | -4.8% | +12.3% | +7.9% |
| 3M | +4.4% | -14.6% | +19.0% | +5.6% |
| 6M | -1.5% | -7.4% | +5.9% | -1.2% |
| YTD | +21.8% | +32.6% | -10.8% | +17.9% |
| 1Y | +18.4% | +47.3% | -28.9% | +13.4% |
| 3Y | +148.5% | +107.5% | +41.0% | +126.5% |
| All | +160.5% | +255.4% | -94.9% | +120.1% |
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