+8,153.7%
STLD vs ES
+1,254.2%
+6,899.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +3.1% | +0.3% | +2.9% | +3.0% |
| 30D | -9.0% | -2.0% | -7.0% | -8.3% |
| 3M | -12.4% | +1.7% | -14.0% | -13.3% |
| 6M | +25.5% | -3.5% | +29.0% | +26.6% |
| YTD | +43.6% | +7.9% | +35.7% | +37.5% |
| 1Y | +87.2% | +17.2% | +70.0% | +71.1% |
| 3Y | +135.2% | +29.3% | +105.9% | +98.9% |
| 5Y | +290.9% | -5.7% | +296.6% | +275.8% |
| 10Y | +1,113.5% | +85.2% | +1,028.2% | +668.9% |
| All | +8,153.7% | +1,254.2% | +6,899.5% | +2,670.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling