+35.3%
EMB vs STLD
+804.7%
-769.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -0.9% |
| 7D | +0.5% | -4.7% | +5.2% | +0.9% |
| 30D | +0.9% | -0.9% | +1.8% | +0.9% |
| 3M | -2.1% | -11.9% | +9.8% | -1.2% |
| 6M | -2.2% | +0.9% | -3.1% | -2.6% |
| YTD | -0.6% | +40.4% | -41.0% | -4.0% |
| 1Y | +0.2% | +56.6% | -56.3% | -4.2% |
| 3Y | +29.5% | +125.5% | -95.9% | +18.7% |
| 5Y | +8.0% | +292.8% | -284.8% | -7.6% |
| 10Y | +35.3% | +787.1% | -751.7% | 0.0% |
| All | +35.3% | +804.7% | -769.3% | 0.0% |
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