+146.5%
EFA vs STLD
+761.4%
-614.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.9% |
| 7D | +2.2% | +2.9% | -0.7% | +1.5% |
| 30D | +1.4% | -5.6% | +6.9% | +2.6% |
| 3M | -4.2% | -11.7% | +7.6% | -1.8% |
| 6M | +1.9% | -2.8% | +4.7% | +1.7% |
| YTD | +10.2% | +36.4% | -26.3% | +1.1% |
| 1Y | +12.8% | +50.0% | -37.2% | +1.1% |
| 3Y | +65.2% | +122.3% | -57.1% | +31.4% |
| 5Y | +49.8% | +273.2% | -223.4% | +0.9% |
| All | +146.5% | +761.4% | -614.9% | +25.0% |
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 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