+193.5%
ECL vs STLD
+804.7%
-611.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.2% |
| 7D | +0.4% | -4.7% | +5.1% | +1.6% |
| 30D | +8.6% | -0.9% | +9.5% | +8.7% |
| 3M | +7.9% | -11.9% | +19.8% | +10.8% |
| 6M | +21.0% | +0.9% | +20.1% | +19.6% |
| YTD | +17.5% | +40.4% | -22.9% | +5.9% |
| 1Y | +19.7% | +56.6% | -36.9% | +4.7% |
| 3Y | +77.4% | +125.5% | -48.1% | +35.2% |
| 5Y | +38.7% | +292.8% | -254.1% | -14.6% |
| 10Y | +193.5% | +787.1% | -593.6% | +27.0% |
| All | +193.5% | +804.7% | -611.2% | +27.0% |
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