+1,122.7%
STLD vs EFV
+162.1%
+960.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.3% |
| 7D | -2.8% | -0.5% | -2.3% | -2.2% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | -10.6% | +8.4% | -19.0% | -19.2% |
| 6M | +32.7% | +12.3% | +20.4% | +14.6% |
| YTD | +42.8% | +17.4% | +25.4% | +16.7% |
| 1Y | +86.9% | +27.1% | +59.8% | +38.2% |
| 3Y | +143.8% | +90.7% | +53.1% | +6.0% |
| 5Y | +293.5% | +95.6% | +197.9% | +66.8% |
| 10Y | +1,122.7% | +165.3% | +957.4% | +269.3% |
| All | +1,122.7% | +162.1% | +960.6% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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