+60.1%
STLD vs ES
-1.6%
+61.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.0% |
| 7D | -3.9% | +5.3% | -9.3% | -3.8% |
| 30D | -0.4% | +8.9% | -9.3% | -0.1% |
| 3M | -9.2% | -1.9% | -7.3% | -9.0% |
| 6M | +5.0% | +3.9% | +1.1% | +5.3% |
| YTD | +42.8% | +8.3% | +34.5% | +42.5% |
| 1Y | +60.1% | -0.1% | +60.2% | +60.7% |
| All | +60.1% | -1.6% | +61.7% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling