+109.6%
EEM vs STLD
+779.4%
-669.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.4% |
| 7D | -0.1% | -9.7% | +9.5% | +2.3% |
| 30D | -8.6% | -4.5% | -4.1% | -7.6% |
| 3M | -7.0% | -13.1% | +6.1% | -4.2% |
| 6M | -9.7% | -2.8% | -6.9% | -9.8% |
| YTD | +12.1% | +35.3% | -23.2% | +3.1% |
| 1Y | +14.1% | +51.4% | -37.3% | +2.1% |
| 3Y | +72.1% | +117.9% | -45.8% | +37.4% |
| 5Y | +34.1% | +272.6% | -238.5% | -10.5% |
| 10Y | +109.6% | +782.2% | -672.6% | +6.5% |
| All | +109.6% | +779.4% | -669.8% | +6.5% |
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