+852.5%
STLD vs ES
+85.7%
+766.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +1.0% |
| 7D | -11.1% | +1.9% | -13.0% | -11.5% |
| 30D | -4.8% | +7.1% | -11.8% | -6.2% |
| 3M | -14.6% | -1.9% | -12.6% | -14.4% |
| 6M | -7.4% | +4.4% | -11.8% | -8.5% |
| YTD | +32.6% | +7.3% | +25.2% | +29.8% |
| 1Y | +47.3% | +2.1% | +45.2% | +45.4% |
| 3Y | +107.5% | +41.8% | +65.7% | +86.2% |
| 5Y | +268.8% | +1.4% | +267.4% | +258.5% |
| All | +852.5% | +85.7% | +766.8% | +1,001.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling