+293.2%
EWY vs STLD
+1,072.4%
-779.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +8.0% | +2.7% | +5.4% | +7.2% |
| 30D | +14.3% | -8.4% | +22.8% | +16.8% |
| 3M | +2.3% | -9.9% | +12.2% | +4.6% |
| 6M | +49.9% | +33.0% | +16.8% | +38.3% |
| YTD | +95.3% | +42.6% | +52.8% | +76.5% |
| 1Y | +161.7% | +80.8% | +81.0% | +121.6% |
| 3Y | +230.2% | +143.4% | +86.7% | +151.0% |
| 5Y | +148.1% | +293.4% | -145.3% | +58.0% |
| 10Y | +293.2% | +1,080.4% | -787.3% | +71.2% |
| All | +293.2% | +1,072.4% | -779.2% | +71.2% |
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