+292.6%
STLD vs EVRG
+45.5%
+247.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +3.1% | +1.1% | +2.0% | +2.8% |
| 30D | -9.0% | -1.0% | -8.0% | -8.8% |
| 3M | -12.4% | +0.4% | -12.8% | -12.6% |
| 6M | +25.5% | -0.8% | +26.3% | +25.5% |
| YTD | +43.6% | +15.3% | +28.3% | +37.3% |
| 1Y | +87.2% | +17.9% | +69.3% | +77.5% |
| 3Y | +135.2% | +71.9% | +63.3% | +96.3% |
| All | +292.6% | +45.5% | +247.1% | +236.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling