+87.2%
STLD vs ESI
+44.5%
+42.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -2.4% |
| 7D | +3.1% | +3.3% | -0.2% | +2.1% |
| 30D | -9.0% | -5.9% | -3.1% | -7.4% |
| 3M | -12.4% | -14.1% | +1.7% | -9.4% |
| 6M | +25.5% | +6.6% | +18.9% | +19.2% |
| YTD | +43.6% | +45.0% | -1.4% | +19.4% |
| 1Y | +87.2% | +41.5% | +45.7% | +54.9% |
| All | +87.2% | +44.5% | +42.6% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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