+1,080.4%
STLD vs EVRG
+114.7%
+965.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +2.7% | +0.9% | +1.8% | +2.3% |
| 30D | -8.4% | -0.5% | -7.9% | -8.4% |
| 3M | -9.9% | +1.5% | -11.4% | -10.4% |
| 6M | +33.0% | +1.2% | +31.9% | +32.1% |
| YTD | +42.6% | +16.3% | +26.3% | +34.7% |
| 1Y | +80.8% | +20.3% | +60.5% | +68.5% |
| 3Y | +143.4% | +72.3% | +71.1% | +97.8% |
| 5Y | +293.4% | +46.7% | +246.7% | +235.8% |
| 10Y | +1,080.4% | +113.8% | +966.6% | +808.2% |
| All | +1,080.4% | +114.7% | +965.7% | +808.2% |
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