+7,484.2%
STLD vs ES
+1,286.9%
+6,197.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.1% | -9.7% | -8.5% |
| 7D | -12.5% | +5.9% | -18.4% | -14.7% |
| 30D | -6.8% | +10.2% | -17.0% | -10.9% |
| 3M | -16.4% | +0.4% | -16.8% | -16.9% |
| 6M | -6.1% | +6.9% | -13.0% | -9.5% |
| YTD | +32.0% | +10.5% | +21.5% | +24.7% |
| 1Y | +45.5% | +3.2% | +42.3% | +40.7% |
| 3Y | +106.5% | +49.0% | +57.4% | +63.5% |
| 5Y | +267.2% | +4.5% | +262.7% | +236.2% |
| 10Y | +878.9% | +92.3% | +786.6% | +507.3% |
| All | +7,484.2% | +1,286.9% | +6,197.3% | +2,411.3% |
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