+50.3%
EWZ vs STLD
+779.4%
-729.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.2% |
| 7D | +1.4% | -9.7% | +11.1% | +4.9% |
| 30D | -25.1% | -4.5% | -20.6% | -23.9% |
| 3M | -7.7% | -13.1% | +5.4% | -3.5% |
| 6M | -15.8% | -2.8% | -13.1% | -15.9% |
| YTD | +3.6% | +35.3% | -31.7% | -8.4% |
| 1Y | +5.5% | +51.4% | -45.9% | -10.5% |
| 3Y | +22.1% | +117.9% | -95.8% | -13.4% |
| 5Y | +58.3% | +272.6% | -214.2% | -15.8% |
| 10Y | +50.3% | +782.2% | -731.9% | -49.6% |
| All | +50.3% | +779.4% | -729.1% | -49.6% |
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