+139.5%
EWJ vs STLD
+8,008.3%
-7,868.9%
-58.9%
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% | -0.1% |
| 7D | -5.0% | -11.1% | +6.1% | -2.8% |
| 30D | -10.2% | -4.8% | -5.5% | -9.4% |
| 3M | -7.2% | -14.6% | +7.3% | -4.6% |
| 6M | -3.2% | -7.4% | +4.2% | -2.3% |
| YTD | +9.9% | +32.6% | -22.7% | +3.0% |
| 1Y | +11.0% | +47.3% | -36.4% | +1.8% |
| 3Y | +57.3% | +107.5% | -50.2% | +32.5% |
| 5Y | +41.3% | +268.8% | -227.6% | +3.2% |
| 10Y | +117.5% | +883.3% | -765.8% | +22.4% |
| All | +139.5% | +8,008.3% | -7,868.9% | -22.0% |
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