+493.2%
STLD vs EQH
+234.7%
+258.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.3% |
| 7D | -0.9% | +0.7% | -1.7% | -1.4% |
| 30D | -8.9% | +2.8% | -11.7% | -10.5% |
| 3M | -14.0% | +23.1% | -37.1% | -24.6% |
| 6M | +30.8% | +41.4% | -10.6% | +4.4% |
| YTD | +42.3% | +14.3% | +28.0% | +27.8% |
| 1Y | +81.1% | +1.6% | +79.5% | +73.8% |
| 3Y | +149.2% | +102.7% | +46.5% | +50.3% |
| 5Y | +292.9% | +104.5% | +188.4% | +130.4% |
| All | +493.2% | +234.7% | +258.5% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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