+520.8%
EWT vs STLD
+1,092.9%
-572.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.1% | -2.8% | +4.9% | +2.8% |
| 30D | +9.4% | -10.4% | +19.8% | +11.9% |
| 3M | +10.9% | -10.6% | +21.5% | +13.1% |
| 6M | +57.9% | +32.7% | +25.2% | +47.3% |
| YTD | +75.9% | +42.8% | +33.1% | +60.9% |
| 1Y | +89.7% | +86.9% | +2.8% | +63.1% |
| 3Y | +200.9% | +143.8% | +57.1% | +139.6% |
| 5Y | +154.5% | +293.5% | -139.0% | +76.8% |
| 10Y | +520.8% | +1,122.7% | -601.9% | +212.7% |
| All | +520.8% | +1,092.9% | -572.1% | +212.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling