+229.5%
EWY vs STLD
+761.4%
-531.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -0.9% |
| 7D | +4.2% | +2.9% | +1.3% | +3.3% |
| 30D | -10.7% | -5.6% | -5.1% | -9.0% |
| 3M | -20.1% | -11.7% | -8.3% | -17.3% |
| 6M | -24.3% | -2.8% | -21.5% | -24.0% |
| YTD | +46.9% | +36.4% | +10.4% | +34.4% |
| 1Y | +55.2% | +50.0% | +5.2% | +38.4% |
| 3Y | +157.0% | +122.3% | +34.6% | +100.3% |
| 5Y | +98.9% | +273.2% | -174.3% | +28.1% |
| All | +229.5% | +761.4% | -531.9% | +55.7% |
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