+213.4%
FXI vs STLD
+3,492.7%
-3,279.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | +5.7% | -11.1% | +16.8% | +9.8% |
| 30D | +4.6% | -4.8% | +9.4% | +6.0% |
| 3M | -2.8% | -14.6% | +11.8% | +1.7% |
| 6M | -6.1% | -7.4% | +1.3% | -5.2% |
| YTD | -8.0% | +32.6% | -40.6% | -18.9% |
| 1Y | -11.3% | +47.3% | -58.7% | -24.8% |
| 3Y | +42.6% | +107.5% | -64.9% | +2.7% |
| 5Y | -0.1% | +268.8% | -268.9% | -45.3% |
| 10Y | +22.7% | +883.3% | -860.6% | -60.5% |
| All | +213.4% | +3,492.7% | -3,279.2% | -51.1% |
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