+7,518.6%
STLD vs EL
+1,116.1%
+6,402.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.4% |
| 7D | -11.1% | +0.8% | -11.9% | -11.5% |
| 30D | -4.8% | +16.5% | -21.3% | -10.8% |
| 3M | -14.6% | +29.2% | -43.7% | -24.4% |
| 6M | -7.4% | +27.9% | -35.3% | -18.5% |
| YTD | +32.6% | +6.2% | +26.4% | +22.8% |
| 1Y | +47.3% | +27.2% | +20.2% | +26.2% |
| 3Y | +107.5% | +3.2% | +104.3% | +77.0% |
| 5Y | +268.8% | -66.0% | +334.8% | +394.7% |
| 10Y | +883.3% | +58.3% | +825.0% | +533.6% |
| All | +7,518.6% | +1,116.1% | +6,402.5% | +1,975.6% |
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