+36.3%
EMB vs STLD
+802.0%
-765.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | +1.1% | -0.1% | +1.1% | +1.0% |
| 3M | -2.0% | -9.2% | +7.1% | -1.4% |
| 6M | -1.9% | +1.8% | -3.7% | -2.4% |
| YTD | -0.5% | +42.1% | -42.6% | -4.0% |
| 1Y | +0.1% | +58.5% | -58.4% | -4.4% |
| 3Y | +29.7% | +128.2% | -98.6% | +18.7% |
| 5Y | +8.1% | +288.2% | -280.1% | -7.4% |
| 10Y | +36.3% | +799.8% | -763.5% | +0.8% |
| All | +36.3% | +802.0% | -765.8% | +0.8% |
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