+1,081.9%
STLD vs ES
+84.4%
+997.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +3.1% | +0.3% | +2.9% | +3.1% |
| 30D | -9.0% | -2.0% | -7.0% | -8.7% |
| 3M | -12.4% | +1.7% | -14.0% | -12.8% |
| 6M | +25.5% | -3.5% | +29.0% | +26.1% |
| YTD | +43.6% | +7.9% | +35.7% | +40.6% |
| 1Y | +87.2% | +17.2% | +70.0% | +78.8% |
| 3Y | +135.2% | +29.3% | +105.9% | +115.8% |
| 5Y | +290.9% | -5.7% | +296.6% | +287.2% |
| All | +1,081.9% | +84.4% | +997.5% | +1,095.5% |
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