+42.6%
FXI vs STLD
+105.6%
-63.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | +5.7% | -11.1% | +16.8% | +7.6% |
| 30D | +4.6% | -4.8% | +9.4% | +5.2% |
| 3M | -2.8% | -14.6% | +11.8% | -0.5% |
| 6M | -6.1% | -7.4% | +1.3% | -5.6% |
| YTD | -8.0% | +32.6% | -40.6% | -14.5% |
| 1Y | -11.3% | +47.3% | -58.7% | -19.4% |
| 3Y | +42.6% | +107.5% | -64.9% | +17.3% |
| All | +42.6% | +105.6% | -63.0% | +17.3% |
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