+20.1%
FXI vs STLD
+779.4%
-759.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.3% |
| 7D | +4.4% | -9.7% | +14.0% | +6.6% |
| 30D | +1.2% | -4.5% | +5.8% | +2.0% |
| 3M | -4.2% | -13.1% | +8.9% | -1.7% |
| 6M | -6.2% | -2.8% | -3.5% | -6.6% |
| YTD | -8.8% | +35.3% | -44.1% | -16.3% |
| 1Y | -11.6% | +51.4% | -63.0% | -21.0% |
| 3Y | +45.1% | +117.9% | -72.8% | +16.4% |
| 5Y | -1.2% | +272.6% | -273.8% | -32.5% |
| 10Y | +20.1% | +782.2% | -762.1% | -34.9% |
| All | +20.1% | +779.4% | -759.3% | -34.9% |
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