+86.9%
STLD vs EFV
+27.3%
+59.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.1% |
| 7D | -2.8% | -0.5% | -2.3% | -2.3% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | -10.6% | +8.4% | -19.0% | -18.1% |
| 6M | +32.7% | +12.3% | +20.4% | +16.4% |
| YTD | +42.8% | +17.4% | +25.4% | +17.8% |
| 1Y | +86.9% | +27.1% | +59.8% | +40.5% |
| All | +86.9% | +27.3% | +59.7% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling