+125.6%
EMB vs STLD
+1,201.7%
-1,076.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.1% | -11.1% | +11.0% | +0.5% |
| 30D | +1.3% | -4.8% | +6.1% | +1.5% |
| 3M | -2.7% | -14.6% | +11.8% | -2.0% |
| 6M | -2.8% | -7.4% | +4.6% | -2.6% |
| YTD | -1.1% | +32.6% | -33.7% | -3.0% |
| 1Y | 0.0% | +47.3% | -47.3% | -2.5% |
| 3Y | +28.8% | +107.5% | -78.8% | +22.4% |
| 5Y | +6.0% | +268.8% | -262.9% | -3.3% |
| 10Y | +29.1% | +883.3% | -854.2% | +9.3% |
| All | +125.6% | +1,201.7% | -1,076.1% | +79.1% |
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