+782.2%
STLD vs EVRG
+122.0%
+660.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -9.7% | +1.7% | -11.3% | -10.2% |
| 30D | -4.5% | +8.7% | -13.2% | -7.2% |
| 3M | -13.1% | +6.4% | -19.5% | -15.0% |
| 6M | -2.8% | +9.4% | -12.2% | -5.9% |
| YTD | +35.3% | +24.5% | +10.9% | +24.9% |
| 1Y | +51.4% | +20.5% | +30.9% | +41.3% |
| 3Y | +117.9% | +101.6% | +16.4% | +67.4% |
| 5Y | +272.6% | +67.5% | +205.1% | +203.7% |
| 10Y | +782.2% | +122.3% | +659.9% | +605.9% |
| All | +782.2% | +122.0% | +660.2% | +605.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling