+43.6%
EWZ vs STLD
+868.9%
-825.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -1.5% | -11.1% | +9.6% | +2.5% |
| 30D | -24.5% | -4.8% | -19.7% | -23.3% |
| 3M | -10.7% | -14.6% | +3.9% | -6.1% |
| 6M | -19.1% | -7.4% | -11.7% | -17.8% |
| YTD | +1.6% | +32.6% | -30.9% | -9.4% |
| 1Y | +4.3% | +47.3% | -43.0% | -10.5% |
| 3Y | +19.0% | +107.5% | -88.6% | -13.7% |
| 5Y | +57.7% | +268.8% | -211.2% | -15.1% |
| All | +43.6% | +868.9% | -825.3% | -47.8% |
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