+70.3%
ED vs STLD
+292.4%
-222.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -0.2% | +3.1% | -3.3% | -0.2% |
| 30D | -0.1% | -9.0% | +8.8% | -0.1% |
| 3M | +3.9% | -12.4% | +16.3% | +4.0% |
| 6M | -3.0% | +25.5% | -28.5% | -3.3% |
| YTD | +10.7% | +43.6% | -32.9% | +10.1% |
| 1Y | +13.3% | +87.2% | -73.8% | +12.1% |
| 3Y | +34.5% | +135.2% | -100.7% | +30.7% |
| All | +70.3% | +292.4% | -222.1% | +58.1% |
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