+782.2%
STLD vs ESI
+323.5%
+458.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | -0.7% |
| 7D | -9.7% | -3.5% | -6.2% | -8.0% |
| 30D | -4.5% | -9.3% | +4.7% | +0.3% |
| 3M | -13.1% | -12.8% | -0.3% | -7.3% |
| 6M | -2.8% | -24.6% | +21.9% | +9.9% |
| YTD | +35.3% | +32.7% | +2.6% | +6.9% |
| 1Y | +51.4% | +20.3% | +31.1% | +26.2% |
| 3Y | +117.9% | +80.2% | +37.8% | +36.0% |
| 5Y | +272.6% | +40.0% | +232.6% | +166.4% |
| 10Y | +782.2% | +310.8% | +471.4% | +244.5% |
| All | +782.2% | +323.5% | +458.7% | +244.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling