+205.2%
IEFA vs STLD
+2,376.6%
-2,171.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.4% |
| 7D | +1.1% | -4.7% | +5.8% | +2.2% |
| 30D | +0.7% | -0.9% | +1.6% | +0.8% |
| 3M | -3.4% | -11.9% | +8.5% | -0.9% |
| 6M | +1.5% | +0.9% | +0.6% | +0.4% |
| YTD | +10.4% | +40.4% | -30.0% | +0.5% |
| 1Y | +13.4% | +56.6% | -43.2% | +0.5% |
| 3Y | +66.7% | +125.5% | -58.8% | +32.0% |
| 5Y | +49.5% | +292.8% | -243.3% | -0.5% |
| 10Y | +145.8% | +787.1% | -641.3% | +20.9% |
| All | +205.2% | +2,376.6% | -2,171.4% | +12.8% |
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