+905.8%
EWY vs STLD
+12,994.9%
-12,089.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.0% |
| 7D | -6.3% | -9.7% | +3.4% | -2.9% |
| 30D | -19.8% | -4.5% | -15.3% | -18.3% |
| 3M | -14.4% | -13.1% | -1.4% | -10.6% |
| 6M | -25.3% | -2.8% | -22.5% | -24.9% |
| YTD | +46.2% | +35.3% | +10.8% | +31.7% |
| 1Y | +58.3% | +51.4% | +6.9% | +37.3% |
| 3Y | +155.0% | +117.9% | +37.0% | +89.6% |
| 5Y | +99.5% | +272.6% | -173.1% | +17.8% |
| 10Y | +219.4% | +782.2% | -562.8% | +26.1% |
| All | +905.8% | +12,994.9% | -12,089.1% | +50.2% |
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 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