+235.5%
EW vs STLD
+868.9%
-633.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.2% |
| 7D | +11.0% | -11.1% | +22.1% | +13.3% |
| 30D | +19.1% | -4.8% | +23.9% | +19.9% |
| 3M | +14.4% | -14.6% | +28.9% | +17.2% |
| 6M | +22.8% | -7.4% | +30.2% | +23.4% |
| YTD | +19.8% | +32.6% | -12.8% | +12.1% |
| 1Y | +23.9% | +47.3% | -23.4% | +13.5% |
| 3Y | +52.2% | +107.5% | -55.3% | +26.8% |
| 5Y | -13.9% | +268.8% | -282.8% | -38.5% |
| All | +235.5% | +868.9% | -633.4% | +86.6% |
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