+1,081.9%
STLD vs EL
+32.5%
+1,049.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.6% |
| 7D | +3.1% | +0.8% | +2.4% | +2.8% |
| 30D | -9.0% | +19.8% | -28.8% | -15.1% |
| 3M | -12.4% | +25.7% | -38.1% | -19.9% |
| 6M | +25.5% | +5.4% | +20.1% | +20.7% |
| YTD | +43.6% | +0.2% | +43.4% | +38.6% |
| 1Y | +87.2% | +20.4% | +66.7% | +67.6% |
| 3Y | +135.2% | -32.1% | +167.4% | +145.1% |
| 5Y | +290.9% | -67.2% | +358.1% | +462.0% |
| All | +1,081.9% | +32.5% | +1,049.4% | +964.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling