+101.1%
ED vs STLD
+1,105.0%
-1,003.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -0.2% | +3.1% | -3.3% | -0.3% |
| 30D | -0.1% | -9.0% | +8.8% | +0.1% |
| 3M | +3.9% | -12.4% | +16.3% | +4.3% |
| 6M | -3.0% | +25.5% | -28.5% | -4.0% |
| YTD | +10.7% | +43.6% | -32.9% | +9.0% |
| 1Y | +13.3% | +87.2% | -73.8% | +10.3% |
| 3Y | +34.5% | +135.2% | -100.7% | +28.5% |
| 5Y | +67.1% | +290.9% | -223.7% | +53.5% |
| All | +101.1% | +1,105.0% | -1,003.9% | +62.9% |
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