+107.5%
STLD vs ESI
+67.9%
+39.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | -0.3% |
| 7D | -11.1% | -8.5% | -2.6% | -8.0% |
| 30D | -4.8% | -15.7% | +10.9% | +1.4% |
| 3M | -14.6% | -18.2% | +3.7% | -8.2% |
| 6M | -7.4% | -28.8% | +21.4% | +3.5% |
| YTD | +32.6% | +26.3% | +6.3% | +12.1% |
| 1Y | +47.3% | +18.2% | +29.1% | +28.2% |
| 3Y | +107.5% | +68.1% | +39.4% | +49.6% |
| All | +107.5% | +67.9% | +39.6% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling