-15.0%
EW vs STLD
+268.5%
-283.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.0% | +2.5% |
| 7D | +6.8% | -12.5% | +19.2% | +8.7% |
| 30D | +16.6% | -6.8% | +23.4% | +17.6% |
| 3M | +13.3% | -16.4% | +29.7% | +15.9% |
| 6M | +21.6% | -6.1% | +27.7% | +21.7% |
| YTD | +18.3% | +32.0% | -13.7% | +11.8% |
| 1Y | +21.7% | +45.5% | -23.8% | +13.3% |
| 3Y | +50.3% | +106.5% | -56.2% | +28.3% |
| 5Y | -15.0% | +267.2% | -282.2% | -38.5% |
| All | -15.0% | +268.5% | -283.5% | -38.5% |
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