+164.3%
EWY vs STLD
+89.3%
+75.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.2% |
| 7D | +4.8% | +3.1% | +1.7% | +3.5% |
| 30D | +11.7% | -9.0% | +20.7% | +15.9% |
| 3M | -7.4% | -12.4% | +5.0% | -2.5% |
| 6M | +40.6% | +25.5% | +15.1% | +25.2% |
| YTD | +94.3% | +43.6% | +50.7% | +67.1% |
| 1Y | +164.3% | +87.2% | +77.1% | +115.5% |
| All | +164.3% | +89.3% | +75.0% | +115.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling