-23.4%
EWY vs STLD
+1.9%
-25.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.6% |
| 7D | -2.8% | -0.5% | -2.4% | -2.3% |
| 30D | -13.1% | -0.1% | -13.0% | -12.7% |
| 3M | -11.6% | -9.2% | -2.5% | -7.7% |
| 6M | -23.4% | +1.8% | -25.1% | -35.1% |
| All | -23.4% | +1.9% | -25.3% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling