+8,153.7%
STLD vs EVRG
+1,011.4%
+7,142.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +3.1% | +1.1% | +2.0% | +2.6% |
| 30D | -9.0% | -1.0% | -8.0% | -8.7% |
| 3M | -12.4% | +0.4% | -12.8% | -12.7% |
| 6M | +25.5% | -0.8% | +26.3% | +25.3% |
| YTD | +43.6% | +15.3% | +28.3% | +33.7% |
| 1Y | +87.2% | +17.9% | +69.3% | +72.0% |
| 3Y | +135.2% | +71.9% | +63.3% | +79.3% |
| 5Y | +290.9% | +45.3% | +245.6% | +217.2% |
| 10Y | +1,113.5% | +113.1% | +1,000.4% | +676.3% |
| All | +8,153.7% | +1,011.4% | +7,142.3% | +2,369.4% |
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