+946.2%
EWY vs STLD
+13,652.7%
-12,706.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.8% |
| 7D | -2.8% | -0.5% | -2.4% | -2.5% |
| 30D | -13.1% | -0.1% | -13.0% | -12.9% |
| 3M | -11.6% | -9.2% | -2.5% | -8.9% |
| 6M | -23.4% | +1.8% | -25.1% | -24.1% |
| YTD | +52.0% | +42.1% | +9.9% | +34.7% |
| 1Y | +58.6% | +58.5% | +0.1% | +35.5% |
| 3Y | +163.3% | +128.2% | +35.1% | +92.8% |
| 5Y | +108.7% | +288.2% | -179.6% | +21.5% |
| 10Y | +237.8% | +799.8% | -562.0% | +32.5% |
| All | +946.2% | +13,652.7% | -12,706.5% | +53.7% |
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 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