+127.4%
ED vs STLD
+868.9%
-741.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.4% |
| 7D | +1.6% | -11.1% | +12.8% | +2.0% |
| 30D | +13.3% | -4.8% | +18.1% | +13.4% |
| 3M | +9.7% | -14.6% | +24.3% | +10.1% |
| 6M | +12.8% | -7.4% | +20.2% | +12.9% |
| YTD | +22.3% | +32.6% | -10.3% | +20.8% |
| 1Y | +26.3% | +47.3% | -21.0% | +24.3% |
| 3Y | +45.0% | +107.5% | -62.5% | +39.7% |
| 5Y | +80.2% | +268.8% | -188.6% | +66.7% |
| All | +127.4% | +868.9% | -741.5% | +118.9% |
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