+8,153.7%
STLD vs EL
+1,047.6%
+7,106.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.8% |
| 7D | +3.1% | +0.8% | +2.4% | +2.8% |
| 30D | -9.0% | +19.8% | -28.8% | -16.4% |
| 3M | -12.4% | +25.7% | -38.1% | -21.5% |
| 6M | +25.5% | +5.4% | +20.1% | +19.2% |
| YTD | +43.6% | +0.2% | +43.4% | +37.0% |
| 1Y | +87.2% | +20.4% | +66.7% | +64.0% |
| 3Y | +135.2% | -32.1% | +167.4% | +138.9% |
| 5Y | +290.9% | -67.2% | +358.1% | +432.6% |
| 10Y | +1,113.5% | +31.7% | +1,081.7% | +751.3% |
| All | +8,153.7% | +1,047.6% | +7,106.1% | +2,216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling