-7.4%
STLD vs EFV
+2.8%
-10.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.7% |
| 7D | -11.1% | -0.7% | -10.5% | -10.3% |
| 30D | -4.8% | +0.9% | -5.7% | -5.4% |
| 3M | -14.6% | -3.6% | -11.0% | -11.0% |
| 6M | -7.4% | +2.5% | -9.9% | -10.3% |
| All | -7.4% | +2.8% | -10.2% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling