+126.1%
EMB vs STLD
+1,284.7%
-1,158.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.7% | +6.9% | -7.5% | -1.0% |
| 30D | +0.5% | -1.5% | +2.0% | +0.6% |
| 3M | -2.5% | -9.7% | +7.2% | -2.0% |
| 6M | -2.0% | +2.3% | -4.3% | -2.4% |
| YTD | -0.9% | +41.0% | -41.9% | -3.1% |
| 1Y | -0.3% | +51.8% | -52.1% | -3.0% |
| 3Y | +29.2% | +126.4% | -97.2% | +22.1% |
| 5Y | +7.4% | +285.7% | -278.3% | -2.2% |
| 10Y | +35.8% | +792.7% | -756.9% | +15.3% |
| All | +126.1% | +1,284.7% | -1,158.6% | +78.9% |
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