+124.6%
EEM vs STLD
+1,087.1%
-962.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +2.3% | +3.1% | -0.8% | +1.5% |
| 30D | +4.5% | -9.0% | +13.5% | +6.6% |
| 3M | -0.1% | -12.4% | +12.3% | +2.6% |
| 6M | +16.9% | +25.5% | -8.6% | +10.0% |
| YTD | +26.2% | +43.6% | -17.4% | +14.7% |
| 1Y | +40.5% | +87.2% | -46.7% | +19.5% |
| 3Y | +86.2% | +135.2% | -49.1% | +46.1% |
| 5Y | +45.5% | +290.9% | -245.4% | -3.8% |
| All | +124.6% | +1,087.1% | -962.5% | +2.3% |
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