+40.2%
ECL vs STLD
+268.5%
-228.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.6% | +4.7% | -1.4% |
| 7D | +1.7% | -12.5% | +14.1% | +4.3% |
| 30D | +8.9% | -6.8% | +15.7% | +10.3% |
| 3M | +7.4% | -16.4% | +23.8% | +10.9% |
| 6M | +19.3% | -6.1% | +25.5% | +20.0% |
| YTD | +17.4% | +32.0% | -14.5% | +9.8% |
| 1Y | +19.4% | +45.5% | -26.1% | +9.4% |
| 3Y | +80.5% | +106.5% | -26.0% | +48.2% |
| 5Y | +40.2% | +267.2% | -226.9% | -8.1% |
| All | +40.2% | +268.5% | -228.2% | -8.1% |
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