+138.5%
EWJ vs STLD
+1,072.4%
-933.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +2.9% | +2.7% | +0.2% | +2.3% |
| 30D | +1.1% | -8.4% | +9.5% | +2.7% |
| 3M | +7.1% | -9.9% | +17.0% | +8.9% |
| 6M | +16.2% | +33.0% | -16.8% | +9.0% |
| YTD | +22.0% | +42.6% | -20.6% | +12.6% |
| 1Y | +26.2% | +80.8% | -54.5% | +10.8% |
| 3Y | +73.5% | +143.4% | -70.0% | +41.0% |
| 5Y | +52.7% | +293.4% | -240.7% | +9.2% |
| 10Y | +138.5% | +1,080.4% | -941.9% | +28.1% |
| All | +138.5% | +1,072.4% | -933.9% | +28.1% |
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 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