+7,970.4%
STLD vs EVRG
+1,105.4%
+6,865.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.5% |
| 7D | -4.7% | +3.5% | -8.2% | -6.2% |
| 30D | -0.9% | +9.2% | -10.2% | -4.9% |
| 3M | -11.9% | +8.6% | -20.5% | -15.3% |
| 6M | +0.9% | +10.0% | -9.1% | -3.8% |
| YTD | +40.4% | +25.1% | +15.3% | +25.8% |
| 1Y | +56.6% | +19.5% | +37.0% | +43.1% |
| 3Y | +125.5% | +102.3% | +23.2% | +59.4% |
| 5Y | +292.8% | +66.8% | +226.0% | +199.3% |
| 10Y | +787.1% | +125.0% | +662.1% | +453.8% |
| All | +7,970.4% | +1,105.4% | +6,865.0% | +2,224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling