+197.7%
ECL vs STLD
+779.4%
-581.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.5% |
| 7D | -0.5% | -9.7% | +9.1% | +2.0% |
| 30D | +8.8% | -4.5% | +13.4% | +10.0% |
| 3M | +7.8% | -13.1% | +20.9% | +11.2% |
| 6M | +21.3% | -2.8% | +24.1% | +21.0% |
| YTD | +17.8% | +35.3% | -17.5% | +7.2% |
| 1Y | +21.1% | +51.4% | -30.3% | +6.8% |
| 3Y | +80.1% | +117.9% | -37.9% | +38.4% |
| 5Y | +40.5% | +272.6% | -232.1% | -12.2% |
| 10Y | +197.7% | +782.2% | -584.4% | +26.9% |
| All | +197.7% | +779.4% | -581.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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