+52.2%
EW vs STLD
+105.6%
-53.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | +11.0% | -11.1% | +22.1% | +11.8% |
| 30D | +19.1% | -4.8% | +23.9% | +19.3% |
| 3M | +14.4% | -14.6% | +28.9% | +15.5% |
| 6M | +22.8% | -7.4% | +30.2% | +22.8% |
| YTD | +19.8% | +32.6% | -12.8% | +16.5% |
| 1Y | +23.9% | +47.3% | -23.4% | +19.7% |
| 3Y | +52.2% | +107.5% | -55.3% | +46.4% |
| All | +52.2% | +105.6% | -53.4% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling