+1,116.1%
STLD vs EME
+1,312.7%
-196.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.5% |
| 7D | -2.8% | +2.7% | -5.5% | -4.3% |
| 30D | -10.4% | -6.8% | -3.6% | -7.1% |
| 3M | -10.6% | -8.8% | -1.8% | -8.2% |
| 6M | +32.7% | +5.0% | +27.7% | +24.9% |
| YTD | +42.8% | +23.5% | +19.3% | +21.0% |
| 1Y | +86.9% | +21.3% | +65.6% | +56.1% |
| 3Y | +143.8% | +241.1% | -97.2% | -5.0% |
| 5Y | +293.5% | +549.2% | -255.7% | -5.2% |
| All | +1,116.1% | +1,312.7% | -196.6% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling