+452.3%
EWT vs STLD
+761.4%
-309.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.9% |
| 7D | +9.1% | +2.9% | +6.2% | +8.4% |
| 30D | -12.2% | -5.6% | -6.7% | -10.9% |
| 3M | -9.4% | -11.7% | +2.3% | -6.9% |
| 6M | +2.7% | -2.8% | +5.4% | +2.8% |
| YTD | +53.3% | +36.4% | +16.8% | +41.7% |
| 1Y | +59.2% | +50.0% | +9.2% | +43.9% |
| 3Y | +157.1% | +122.3% | +34.8% | +108.9% |
| 5Y | +119.6% | +273.2% | -153.6% | +54.0% |
| All | +452.3% | +761.4% | -309.1% | +206.2% |
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