+594.1%
EWT vs STLD
+16,632.0%
-16,037.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +4.0% | +3.1% | +0.8% | +3.0% |
| 30D | +10.3% | -9.0% | +19.3% | +12.8% |
| 3M | +6.1% | -12.4% | +18.4% | +9.2% |
| 6M | +56.6% | +25.5% | +31.1% | +46.2% |
| YTD | +76.6% | +43.6% | +33.0% | +58.3% |
| 1Y | +97.9% | +87.2% | +10.7% | +64.5% |
| 3Y | +198.0% | +135.2% | +62.7% | +127.3% |
| 5Y | +151.8% | +290.9% | -139.1% | +59.9% |
| 10Y | +514.1% | +1,113.5% | -599.3% | +156.4% |
| All | +594.1% | +16,632.0% | -16,037.9% | +16.6% |
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