+106.6%
STLD vs ES
+50.7%
+55.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.1% | -9.7% | -7.7% |
| 7D | -12.5% | +5.9% | -18.4% | -12.7% |
| 30D | -6.8% | +10.2% | -17.0% | -7.2% |
| 3M | -16.4% | +0.4% | -16.8% | -16.3% |
| 6M | -6.1% | +6.9% | -13.0% | -6.4% |
| YTD | +32.0% | +10.5% | +21.5% | +31.0% |
| 1Y | +45.5% | +3.2% | +42.3% | +44.9% |
| All | +106.6% | +50.7% | +55.9% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling