+292.6%
STLD vs EFV
+96.9%
+195.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +3.1% | +1.5% | +1.7% | +1.5% |
| 30D | -9.0% | +1.7% | -10.7% | -10.7% |
| 3M | -12.4% | +8.6% | -21.0% | -19.9% |
| 6M | +25.5% | +11.7% | +13.8% | +11.4% |
| YTD | +43.6% | +19.3% | +24.3% | +18.6% |
| 1Y | +87.2% | +30.2% | +57.0% | +40.7% |
| 3Y | +135.2% | +91.6% | +43.7% | +14.2% |
| All | +292.6% | +96.9% | +195.8% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling