+50.0%
STLD vs EME
+3.0%
+47.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +2.9% | +8.4% | -5.4% | +1.0% |
| 30D | -5.6% | -11.5% | +5.9% | -3.4% |
| 3M | -11.7% | -20.6% | +8.9% | -7.7% |
| 6M | -2.8% | -28.5% | +25.7% | +6.5% |
| YTD | +36.4% | +8.0% | +28.4% | +34.2% |
| 1Y | +50.0% | +6.8% | +43.2% | +47.4% |
| All | +50.0% | +3.0% | +47.0% | +47.4% |
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