+8,068.5%
STLD vs EVRG
+1,104.0%
+6,964.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.5% | +2.5% | -2.9% | -1.6% |
| 30D | -0.1% | +8.4% | -8.5% | -3.8% |
| 3M | -9.2% | +8.6% | -17.7% | -12.7% |
| 6M | +1.8% | +7.7% | -5.9% | -2.0% |
| YTD | +42.1% | +25.0% | +17.2% | +27.4% |
| 1Y | +58.5% | +18.7% | +39.8% | +45.4% |
| 3Y | +128.2% | +102.1% | +26.2% | +61.4% |
| 5Y | +288.2% | +66.8% | +221.4% | +195.8% |
| 10Y | +799.8% | +123.5% | +676.3% | +463.6% |
| All | +8,068.5% | +1,104.0% | +6,964.5% | +2,253.7% |
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