+58.5%
STLD vs ES
+1.2%
+57.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -0.1% | +6.7% | -6.8% | +0.2% |
| 3M | -9.2% | +0.3% | -9.5% | -9.0% |
| 6M | +1.8% | +7.4% | -5.7% | +2.1% |
| YTD | +42.1% | +8.4% | +33.7% | +41.8% |
| 1Y | +58.5% | +0.6% | +57.9% | +58.6% |
| All | +58.5% | +1.2% | +57.3% | +58.6% |
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