+272.6%
STLD vs EME
+407.9%
-135.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.3% | -5.2% | -0.7% |
| 7D | -9.7% | -4.4% | -5.3% | -8.3% |
| 30D | -4.5% | -17.3% | +12.7% | +2.3% |
| 3M | -13.1% | -20.0% | +6.9% | -6.0% |
| 6M | -2.8% | -29.1% | +26.3% | +9.6% |
| YTD | +35.3% | +6.9% | +28.4% | +26.1% |
| 1Y | +51.4% | +0.8% | +50.6% | +44.5% |
| 3Y | +117.9% | +214.4% | -96.5% | +0.9% |
| 5Y | +272.6% | +404.2% | -131.6% | +19.9% |
| All | +272.6% | +407.9% | -135.3% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling