+68.4%
IEFA vs STLD
+115.4%
-47.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.7% |
| 7D | +1.1% | -9.7% | +10.7% | +2.9% |
| 30D | +1.2% | -4.5% | +5.7% | +2.0% |
| 3M | -3.4% | -13.1% | +9.7% | -1.2% |
| 6M | +2.0% | -2.8% | +4.8% | +1.8% |
| YTD | +11.0% | +35.3% | -24.4% | +3.7% |
| 1Y | +15.2% | +51.4% | -36.1% | +5.4% |
| 3Y | +68.4% | +117.9% | -49.6% | +42.6% |
| All | +68.4% | +115.4% | -47.0% | +42.6% |
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 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