+87.2%
STLD vs EME
+19.7%
+67.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | +3.1% | +1.9% | +1.3% | +2.7% |
| 30D | -9.0% | -8.3% | -0.7% | -7.2% |
| 3M | -12.4% | -10.7% | -1.6% | -9.5% |
| 6M | +25.5% | +1.9% | +23.6% | +24.9% |
| YTD | +43.6% | +23.5% | +20.1% | +36.1% |
| 1Y | +87.2% | +18.0% | +69.2% | +79.3% |
| All | +87.2% | +19.7% | +67.5% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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