-6.1%
STLD vs ES
+5.8%
-11.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.1% | -9.7% | -7.3% |
| 7D | -12.5% | +5.9% | -18.4% | -12.1% |
| 30D | -6.8% | +10.2% | -17.0% | -6.4% |
| 3M | -16.4% | +0.4% | -16.8% | -15.6% |
| 6M | -6.1% | +6.9% | -13.0% | -5.7% |
| All | -6.1% | +5.8% | -11.9% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling