+3,221.5%
STLD vs ET
+1,311.7%
+1,909.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +6.9% | +3.0% | +3.8% | +5.5% |
| 30D | -1.5% | -3.5% | +2.0% | +0.1% |
| 3M | -9.7% | -5.6% | -4.1% | -7.4% |
| 6M | +2.3% | +0.5% | +1.8% | +1.8% |
| YTD | +41.0% | +26.3% | +14.7% | +26.1% |
| 1Y | +51.8% | +25.7% | +26.2% | +36.0% |
| 3Y | +126.4% | +85.1% | +41.3% | +69.3% |
| 5Y | +285.7% | +216.4% | +69.3% | +125.8% |
| 10Y | +792.7% | +160.9% | +631.8% | +412.2% |
| All | +3,221.5% | +1,311.7% | +1,909.8% | +135.1% |
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