+740.9%
STLD vs ET
+160.8%
+580.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +2.9% | +2.5% | +0.4% | +1.7% |
| 30D | -5.6% | -2.5% | -3.1% | -4.4% |
| 3M | -11.7% | -4.9% | -6.9% | -9.7% |
| 6M | -2.8% | -0.1% | -2.7% | -3.1% |
| YTD | +36.4% | +26.2% | +10.2% | +20.6% |
| 1Y | +50.0% | +25.2% | +24.8% | +33.0% |
| 3Y | +122.3% | +84.2% | +38.1% | +61.3% |
| 5Y | +273.2% | +216.1% | +57.1% | +107.3% |
| All | +740.9% | +160.8% | +580.1% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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