+1,579.7%
STLD vs ESI
+195.2%
+1,384.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.0% |
| 7D | -4.7% | -6.6% | +2.0% | -1.9% |
| 30D | -0.9% | -9.8% | +8.9% | +3.1% |
| 3M | -11.9% | -11.9% | 0.0% | -7.7% |
| 6M | +0.9% | -25.1% | +26.0% | +11.2% |
| YTD | +40.4% | +31.9% | +8.5% | +19.7% |
| 1Y | +56.6% | +19.2% | +37.4% | +39.0% |
| 3Y | +125.5% | +76.2% | +49.3% | +66.1% |
| 5Y | +292.8% | +39.4% | +253.4% | +216.0% |
| 10Y | +787.1% | +304.9% | +482.2% | +380.9% |
| All | +1,579.7% | +195.2% | +1,384.5% | +884.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling