+18.1%
FXI vs STLD
+1,087.1%
-1,068.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +1.0% | +3.1% | -2.1% | +0.3% |
| 30D | -0.6% | -9.0% | +8.4% | +1.3% |
| 3M | +1.9% | -12.4% | +14.3% | +4.4% |
| 6M | -0.2% | +25.5% | -25.7% | -6.1% |
| YTD | -5.6% | +43.6% | -49.2% | -14.1% |
| 1Y | -4.7% | +87.2% | -91.9% | -18.6% |
| 3Y | +38.0% | +135.2% | -97.2% | +9.3% |
| 5Y | -2.7% | +290.9% | -293.5% | -33.9% |
| All | +18.1% | +1,087.1% | -1,068.9% | -41.9% |
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