+498.8%
STLD vs EQH
+232.3%
+266.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | +3.1% | +5.5% | -2.3% | -0.2% |
| 30D | -9.0% | +3.2% | -12.2% | -10.8% |
| 3M | -12.4% | +32.5% | -44.9% | -26.5% |
| 6M | +25.5% | +33.7% | -8.2% | +3.6% |
| YTD | +43.6% | +13.4% | +30.2% | +29.6% |
| 1Y | +87.2% | +0.6% | +86.6% | +80.7% |
| 3Y | +135.2% | +95.1% | +40.1% | +45.3% |
| 5Y | +290.9% | +92.7% | +198.2% | +137.9% |
| All | +498.8% | +232.3% | +266.5% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling