+2,438.7%
ETR vs STLD
+8,008.3%
-5,569.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +0.4% | -11.1% | +11.5% | +1.7% |
| 30D | +7.5% | -4.8% | +12.3% | +8.1% |
| 3M | +4.4% | -14.6% | +19.0% | +6.1% |
| 6M | -1.5% | -7.4% | +5.9% | -1.1% |
| YTD | +21.8% | +32.6% | -10.8% | +16.8% |
| 1Y | +18.4% | +47.3% | -28.9% | +12.1% |
| 3Y | +148.5% | +107.5% | +41.0% | +122.8% |
| 5Y | +152.6% | +268.8% | -116.2% | +107.2% |
| 10Y | +354.5% | +883.3% | -528.9% | +216.3% |
| All | +2,438.7% | +8,008.3% | -5,569.6% | +1,271.3% |
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