+3,282.7%
STLD vs ET
+1,435.0%
+1,847.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | +0.9% | +2.3% | +2.7% |
| 30D | -9.0% | +7.5% | -16.5% | -11.9% |
| 3M | -12.4% | +11.4% | -23.8% | -16.6% |
| 6M | +25.5% | +18.5% | +7.0% | +15.7% |
| YTD | +43.6% | +37.4% | +6.2% | +23.8% |
| 1Y | +87.2% | +30.9% | +56.3% | +64.6% |
| 3Y | +135.2% | +98.7% | +36.5% | +70.3% |
| 5Y | +290.9% | +230.7% | +60.2% | +123.8% |
| 10Y | +1,113.5% | +175.6% | +937.9% | +575.9% |
| All | +3,282.7% | +1,435.0% | +1,847.8% | +130.8% |
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