+4,525.9%
STLD vs EFV
+248.5%
+4,277.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +4.3% |
| 7D | -4.7% | +2.1% | -6.8% | -7.5% |
| 30D | -0.9% | +3.1% | -4.0% | -5.1% |
| 3M | -11.9% | -1.3% | -10.6% | -10.7% |
| 6M | +0.9% | +6.0% | -5.1% | -7.0% |
| YTD | +40.4% | +15.8% | +24.6% | +14.9% |
| 1Y | +56.6% | +21.1% | +35.5% | +20.7% |
| 3Y | +125.5% | +91.0% | +34.5% | -6.7% |
| 5Y | +292.8% | +94.3% | +198.5% | +59.1% |
| 10Y | +787.1% | +160.4% | +626.6% | +152.6% |
| All | +4,525.9% | +248.5% | +4,277.4% | +744.5% |
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 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