+293.4%
STLD vs EME
+565.5%
-272.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.7% |
| 7D | +2.7% | +5.2% | -2.5% | +0.6% |
| 30D | -8.4% | -5.4% | -3.1% | -6.5% |
| 3M | -9.9% | -6.1% | -3.8% | -8.7% |
| 6M | +33.0% | +9.7% | +23.4% | +25.6% |
| YTD | +42.6% | +26.6% | +16.0% | +25.5% |
| 1Y | +80.8% | +24.6% | +56.1% | +57.2% |
| 3Y | +143.4% | +249.6% | -106.2% | +12.9% |
| 5Y | +293.4% | +556.6% | -263.1% | +18.8% |
| All | +293.4% | +565.5% | -272.1% | +18.8% |
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