+4,630.9%
STLD vs EFV
+258.8%
+4,372.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.4% |
| 7D | +3.1% | +1.5% | +1.7% | +1.1% |
| 30D | -9.0% | +1.7% | -10.7% | -11.1% |
| 3M | -12.4% | +8.6% | -21.0% | -21.5% |
| 6M | +25.5% | +11.7% | +13.8% | +8.3% |
| YTD | +43.6% | +19.3% | +24.3% | +13.5% |
| 1Y | +87.2% | +30.2% | +57.0% | +31.6% |
| 3Y | +135.2% | +91.6% | +43.7% | -2.7% |
| 5Y | +290.9% | +96.4% | +194.5% | +56.9% |
| 10Y | +1,113.5% | +166.5% | +947.0% | +236.7% |
| All | +4,630.9% | +258.8% | +4,372.1% | +733.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling