+353.6%
EWZ vs STLD
+15,781.4%
-15,427.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +2.9% |
| 7D | -4.1% | -3.9% | -0.1% | -2.5% |
| 30D | -25.0% | -0.4% | -24.6% | -24.8% |
| 3M | -10.6% | -9.2% | -1.4% | -7.4% |
| 6M | -16.6% | +5.0% | -21.6% | -19.2% |
| YTD | +2.5% | +42.8% | -40.3% | -13.1% |
| 1Y | +8.1% | +60.1% | -52.0% | -12.7% |
| 3Y | +20.4% | +123.5% | -103.0% | -19.5% |
| 5Y | +62.7% | +302.0% | -239.3% | -20.8% |
| 10Y | +52.6% | +959.3% | -906.7% | -56.0% |
| All | +353.6% | +15,781.4% | -15,427.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling