+293.4%
STLD vs ET
+235.7%
+57.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +2.7% | +0.4% | +2.2% | +2.4% |
| 30D | -8.4% | +6.9% | -15.3% | -11.6% |
| 3M | -9.9% | +13.1% | -22.9% | -15.7% |
| 6M | +33.0% | +18.7% | +14.3% | +20.5% |
| YTD | +42.6% | +37.4% | +5.1% | +18.8% |
| 1Y | +80.8% | +34.8% | +45.9% | +52.0% |
| 3Y | +143.4% | +96.8% | +46.6% | +62.2% |
| 5Y | +293.4% | +238.2% | +55.2% | +104.6% |
| All | +293.4% | +235.7% | +57.7% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling