+60.1%
STLD vs EME
-3.1%
+63.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.6% | +6.6% | -1.1% |
| 7D | -3.9% | -5.8% | +1.8% | -2.8% |
| 30D | -0.4% | -17.9% | +17.5% | +3.5% |
| 3M | -9.2% | -22.0% | +12.8% | -4.5% |
| 6M | +5.0% | -29.7% | +34.7% | +15.5% |
| YTD | +42.8% | +4.7% | +38.1% | +39.6% |
| 1Y | +60.1% | -2.1% | +62.2% | +61.4% |
| All | +60.1% | -3.1% | +63.2% | +61.4% |
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