+7,232.4%
EW vs STLD
+10,173.2%
-2,940.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.0% | +2.5% |
| 7D | +6.8% | -12.5% | +19.2% | +8.6% |
| 30D | +16.6% | -6.8% | +23.4% | +17.6% |
| 3M | +13.3% | -16.4% | +29.7% | +15.8% |
| 6M | +21.6% | -6.1% | +27.7% | +21.9% |
| YTD | +18.3% | +32.0% | -13.7% | +12.8% |
| 1Y | +21.7% | +45.5% | -23.8% | +14.5% |
| 3Y | +50.3% | +106.5% | -56.2% | +32.2% |
| 5Y | -15.0% | +267.2% | -282.2% | -32.2% |
| 10Y | +237.5% | +878.9% | -641.4% | +125.6% |
| All | +7,232.4% | +10,173.2% | -2,940.8% | +3,828.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling