+1,097.8%
STLD vs EME
+1,301.6%
-203.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -3.6% | +0.9% | -4.6% | -4.2% |
| 30D | -10.1% | -8.4% | -1.7% | -5.9% |
| 3M | -11.4% | -3.6% | -7.8% | -11.9% |
| 6M | +30.8% | +3.6% | +27.3% | +24.1% |
| YTD | +40.7% | +22.5% | +18.1% | +19.7% |
| 1Y | +80.8% | +18.2% | +62.6% | +53.3% |
| 3Y | +140.2% | +238.4% | -98.2% | -6.1% |
| 5Y | +288.5% | +550.5% | -262.0% | -6.7% |
| All | +1,097.8% | +1,301.6% | -203.7% | +68.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling