+8,068.5%
STLD vs EME
+20,764.1%
-12,695.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | -0.7% |
| 7D | -0.5% | +4.3% | -4.8% | -2.9% |
| 30D | -0.1% | -14.4% | +14.3% | +8.4% |
| 3M | -9.2% | -18.3% | +9.2% | +0.4% |
| 6M | +1.8% | -28.3% | +30.1% | +18.0% |
| YTD | +42.1% | +9.2% | +32.9% | +27.3% |
| 1Y | +58.5% | +4.3% | +54.3% | +45.3% |
| 3Y | +128.2% | +218.6% | -90.4% | -1.3% |
| 5Y | +288.2% | +421.0% | -132.8% | +22.9% |
| 10Y | +799.8% | +928.3% | -128.5% | +84.2% |
| All | +8,068.5% | +20,764.1% | -12,695.6% | +502.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling