+131.6%
STLD vs EL
+3.5%
+128.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -0.5% | +0.3% | -0.7% | -0.5% |
| 30D | -0.1% | +12.3% | -12.3% | -2.3% |
| 3M | -9.2% | +28.4% | -37.6% | -13.8% |
| 6M | +1.8% | +36.7% | -35.0% | -5.2% |
| YTD | +42.1% | +8.4% | +33.7% | +37.5% |
| 1Y | +58.5% | +25.4% | +33.1% | +48.2% |
| All | +131.6% | +3.5% | +128.1% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling