+131.7%
EMB vs STLD
+1,310.2%
-1,178.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | 0.0% | +3.1% | -3.2% | -0.2% |
| 30D | -0.3% | -9.0% | +8.7% | +0.2% |
| 3M | -0.4% | -12.4% | +12.0% | +0.2% |
| 6M | +0.1% | +25.5% | -25.4% | -1.4% |
| YTD | +1.6% | +43.6% | -42.0% | -0.8% |
| 1Y | +5.6% | +87.2% | -81.6% | +1.6% |
| 3Y | +29.8% | +135.2% | -105.4% | +22.5% |
| 5Y | +7.3% | +290.9% | -283.6% | -2.5% |
| 10Y | +30.4% | +1,113.5% | -1,083.0% | +9.4% |
| All | +131.7% | +1,310.2% | -1,178.5% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling