+21.6%
EW vs STLD
-4.1%
+25.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.0% | +1.3% |
| 7D | +6.8% | -12.5% | +19.2% | +6.6% |
| 30D | +16.6% | -6.8% | +23.4% | +16.3% |
| 3M | +13.3% | -16.4% | +29.7% | +13.2% |
| 6M | +21.6% | -6.1% | +27.7% | +20.0% |
| All | +21.6% | -4.1% | +25.7% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling