+58.5%
STLD vs ET
+25.1%
+33.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.5% | +1.8% | -2.2% | -0.7% |
| 30D | -0.1% | -3.0% | +2.9% | 0.0% |
| 3M | -9.2% | -4.7% | -4.5% | -9.0% |
| 6M | +1.8% | +2.7% | -0.9% | +1.6% |
| YTD | +42.1% | +26.5% | +15.6% | +43.4% |
| 1Y | +58.5% | +25.0% | +33.6% | +59.8% |
| All | +58.5% | +25.1% | +33.4% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling