+82.9%
ED vs STLD
+255.4%
-172.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.4% |
| 7D | +1.6% | -11.1% | +12.8% | +1.7% |
| 30D | +13.3% | -4.8% | +18.1% | +13.3% |
| 3M | +9.7% | -14.6% | +24.3% | +9.8% |
| 6M | +12.8% | -7.4% | +20.2% | +12.8% |
| YTD | +22.3% | +32.6% | -10.3% | +21.6% |
| 1Y | +26.3% | +47.3% | -21.0% | +25.3% |
| 3Y | +45.0% | +107.5% | -62.5% | +41.0% |
| All | +82.9% | +255.4% | -172.5% | +69.0% |
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