+18.1%
EWZ vs STLD
+104.7%
-86.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.6% | +6.1% | +0.1% |
| 7D | -4.2% | -12.5% | +8.3% | -1.4% |
| 30D | -26.1% | -6.8% | -19.3% | -25.0% |
| 3M | -12.0% | -16.4% | +4.3% | -9.0% |
| 6M | -19.3% | -6.1% | -13.1% | -18.6% |
| YTD | +0.9% | +32.0% | -31.0% | -5.2% |
| 1Y | +3.4% | +45.5% | -42.1% | -4.5% |
| All | +18.1% | +104.7% | -86.6% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling