+782.2%
STLD vs EL
+63.1%
+719.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.2% |
| 7D | -9.7% | +8.0% | -17.7% | -12.0% |
| 30D | -4.5% | +15.4% | -19.9% | -9.2% |
| 3M | -13.1% | +28.5% | -41.6% | -21.1% |
| 6M | -2.8% | +32.2% | -35.0% | -13.3% |
| YTD | +35.3% | +9.2% | +26.2% | +26.4% |
| 1Y | +51.4% | +30.8% | +20.6% | +32.0% |
| 3Y | +117.9% | +3.7% | +114.3% | +90.9% |
| 5Y | +272.6% | -64.8% | +337.4% | +425.6% |
| 10Y | +782.2% | +60.0% | +722.2% | +671.1% |
| All | +782.2% | +63.1% | +719.1% | +671.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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