+196.8%
ECL vs STLD
+868.9%
-672.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | -0.8% | -11.1% | +10.4% | +2.2% |
| 30D | +8.1% | -4.8% | +12.9% | +9.3% |
| 3M | +6.4% | -14.6% | +20.9% | +10.1% |
| 6M | +14.8% | -7.4% | +22.2% | +15.9% |
| YTD | +15.5% | +32.6% | -17.1% | +5.6% |
| 1Y | +20.1% | +47.3% | -27.2% | +6.8% |
| 3Y | +77.8% | +107.5% | -29.8% | +38.7% |
| 5Y | +37.9% | +268.8% | -231.0% | -13.5% |
| All | +196.8% | +868.9% | -672.1% | +26.2% |
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