+304.8%
STLD vs EQH
+102.2%
+202.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.4% |
| 7D | -0.9% | +0.7% | -1.7% | -1.4% |
| 30D | -8.9% | +2.8% | -11.7% | -10.4% |
| 3M | -14.0% | +23.1% | -37.1% | -23.9% |
| 6M | +30.8% | +41.4% | -10.6% | +5.8% |
| YTD | +42.3% | +14.3% | +28.0% | +29.1% |
| 1Y | +81.1% | +1.6% | +79.5% | +75.6% |
| 3Y | +149.2% | +102.7% | +46.5% | +51.7% |
| All | +304.8% | +102.2% | +202.6% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling