+81.1%
EWZ vs STLD
+1,105.0%
-1,023.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +6.5% | +3.1% | +3.3% | +5.4% |
| 30D | +4.8% | -9.0% | +13.8% | +8.0% |
| 3M | +9.9% | -12.4% | +22.3% | +14.2% |
| 6M | +1.9% | +25.5% | -23.6% | -7.0% |
| YTD | +20.3% | +43.6% | -23.3% | +4.3% |
| 1Y | +35.6% | +87.2% | -51.6% | +6.5% |
| 3Y | +43.4% | +135.2% | -91.8% | -1.0% |
| 5Y | +55.9% | +290.9% | -234.9% | -18.3% |
| All | +81.1% | +1,105.0% | -1,023.9% | -47.9% |
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