+30.0%
ECL vs STLD
+292.4%
-262.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -2.6% | +3.1% | -5.8% | -3.2% |
| 30D | -2.2% | -9.0% | +6.8% | -0.5% |
| 3M | +10.1% | -12.4% | +22.5% | +12.5% |
| 6M | -5.7% | +25.5% | -31.2% | -10.5% |
| YTD | +7.0% | +43.6% | -36.7% | -1.3% |
| 1Y | +2.7% | +87.2% | -84.5% | -10.4% |
| 3Y | +57.7% | +135.2% | -77.5% | +26.7% |
| All | +30.0% | +292.4% | -262.4% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling