+60.1%
STLD vs EL
+25.6%
+34.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.3% | -9.4% | -3.6% |
| 7D | -3.9% | +2.5% | -6.4% | -4.1% |
| 30D | -0.4% | +20.1% | -20.5% | -2.2% |
| 3M | -9.2% | +29.3% | -38.5% | -11.5% |
| 6M | +5.0% | +38.8% | -33.8% | +0.6% |
| YTD | +42.8% | +8.1% | +34.7% | +38.8% |
| 1Y | +60.1% | +22.3% | +37.7% | +51.2% |
| All | +60.1% | +25.6% | +34.5% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling