+134.3%
ED vs STLD
+779.4%
-645.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -0.1% | -9.7% | +9.6% | +0.2% |
| 30D | +11.6% | -4.5% | +16.1% | +11.7% |
| 3M | +10.5% | -13.1% | +23.6% | +11.0% |
| 6M | +13.2% | -2.8% | +16.0% | +13.1% |
| YTD | +22.1% | +35.3% | -13.2% | +20.4% |
| 1Y | +24.2% | +51.4% | -27.2% | +21.9% |
| 3Y | +46.9% | +117.9% | -71.0% | +40.7% |
| 5Y | +80.8% | +272.6% | -191.8% | +66.2% |
| 10Y | +134.3% | +782.2% | -647.9% | +108.8% |
| All | +134.3% | +779.4% | -645.1% | +108.8% |
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