+123.1%
EWJ vs STLD
+804.7%
-681.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -2.0% |
| 7D | -2.4% | -4.7% | +2.3% | -1.5% |
| 30D | -7.6% | -0.9% | -6.7% | -7.5% |
| 3M | -5.9% | -11.9% | +6.0% | -3.7% |
| 6M | -1.5% | +0.9% | -2.4% | -2.3% |
| YTD | +12.6% | +40.4% | -27.9% | +4.0% |
| 1Y | +12.7% | +56.6% | -43.9% | +1.8% |
| 3Y | +63.1% | +125.5% | -62.4% | +34.4% |
| 5Y | +48.2% | +292.8% | -244.6% | +5.8% |
| 10Y | +123.1% | +787.1% | -663.9% | +29.8% |
| All | +123.1% | +804.7% | -681.6% | +29.8% |
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