+56.6%
EWZ vs STLD
+268.5%
-211.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.6% | +6.1% | +0.3% |
| 7D | -4.2% | -12.5% | +8.3% | -1.1% |
| 30D | -26.1% | -6.8% | -19.3% | -24.9% |
| 3M | -12.0% | -16.4% | +4.3% | -8.5% |
| 6M | -19.3% | -6.1% | -13.1% | -18.6% |
| YTD | +0.9% | +32.0% | -31.0% | -6.4% |
| 1Y | +3.4% | +45.5% | -42.1% | -6.3% |
| 3Y | +18.6% | +106.5% | -87.9% | -3.8% |
| 5Y | +56.6% | +267.2% | -210.6% | +7.2% |
| All | +56.6% | +268.5% | -211.9% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling