+1,097.8%
STLD vs ET
+179.3%
+918.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -3.6% | +1.4% | -5.0% | -4.3% |
| 30D | -10.1% | +4.6% | -14.7% | -12.1% |
| 3M | -11.4% | +16.0% | -27.5% | -17.8% |
| 6M | +30.8% | +22.8% | +8.0% | +17.6% |
| YTD | +40.7% | +38.9% | +1.8% | +18.8% |
| 1Y | +80.8% | +34.1% | +46.7% | +55.2% |
| 3Y | +140.2% | +98.8% | +41.3% | +68.0% |
| 5Y | +288.5% | +246.8% | +41.6% | +105.9% |
| All | +1,097.8% | +179.3% | +918.5% | +493.7% |
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