+4,266.9%
STLD vs EFV
+240.5%
+4,026.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +2.3% |
| 7D | -11.1% | -0.7% | -10.5% | -10.5% |
| 30D | -4.8% | +0.9% | -5.7% | -6.1% |
| 3M | -14.6% | -3.6% | -11.0% | -10.7% |
| 6M | -7.4% | +2.5% | -9.9% | -10.7% |
| YTD | +32.6% | +13.2% | +19.4% | +11.9% |
| 1Y | +47.3% | +20.3% | +27.0% | +14.6% |
| 3Y | +107.5% | +84.9% | +22.6% | -10.2% |
| 5Y | +268.8% | +87.7% | +181.1% | +56.5% |
| 10Y | +883.3% | +160.7% | +722.6% | +179.6% |
| All | +4,266.9% | +240.5% | +4,026.4% | +722.3% |
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 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