+142.4%
EFA vs STLD
+1,072.4%
-930.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.2% | +2.7% | -1.5% | +0.5% |
| 30D | -0.7% | -8.4% | +7.7% | +1.1% |
| 3M | +6.4% | -9.9% | +16.3% | +8.4% |
| 6M | +11.4% | +33.0% | -21.7% | +3.4% |
| YTD | +14.0% | +42.6% | -28.6% | +3.8% |
| 1Y | +20.2% | +80.8% | -60.5% | +3.3% |
| 3Y | +68.2% | +143.4% | -75.2% | +31.3% |
| 5Y | +54.8% | +293.4% | -238.6% | +3.3% |
| 10Y | +142.4% | +1,080.4% | -938.0% | +13.4% |
| All | +142.4% | +1,072.4% | -930.0% | +13.4% |
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