+3,247.8%
STLD vs ET
+1,313.9%
+1,933.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.5% | +1.8% | -2.2% | -1.2% |
| 30D | -0.1% | -3.0% | +2.9% | +1.3% |
| 3M | -9.2% | -4.7% | -4.5% | -7.3% |
| 6M | +1.8% | +2.7% | -0.9% | +0.2% |
| YTD | +42.1% | +26.5% | +15.6% | +27.0% |
| 1Y | +58.5% | +25.0% | +33.6% | +42.3% |
| 3Y | +128.2% | +85.4% | +42.9% | +70.5% |
| 5Y | +288.2% | +215.5% | +72.7% | +127.6% |
| 10Y | +799.8% | +161.3% | +638.5% | +415.9% |
| All | +3,247.8% | +1,313.9% | +1,933.9% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling