+24.4%
EW vs STLD
+46.8%
-22.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.6% |
| 7D | +4.9% | +2.9% | +2.0% | +4.6% |
| 30D | +23.9% | -5.6% | +29.5% | +24.4% |
| 3M | +15.8% | -11.7% | +27.5% | +17.2% |
| 6M | +31.7% | -2.8% | +34.4% | +29.7% |
| YTD | +25.7% | +36.4% | -10.8% | +14.8% |
| 1Y | +24.4% | +50.0% | -25.6% | +10.7% |
| All | +24.4% | +46.8% | -22.3% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling