Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • STLD vs EME✓SelectedUSD · EMESTLD vs EME performance historyLatest closeAs of-1.61%09/04
Stock and ETF performance explorer

STLD vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+87.2%
EME return
+19.7%
Excess return
+67.5%
Maximum drawdown
-22.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D-1.6%+1.7%-3.3%-2.0%
7D+3.1%+1.9%+1.3%+2.7%
30D-9.0%-8.3%-0.7%-7.2%
3M-12.4%-10.7%-1.6%-9.5%
6M+25.5%+1.9%+23.6%+24.9%
YTD+43.6%+23.5%+20.1%+36.1%
1Y+87.2%+18.0%+69.2%+79.3%
All+87.2%+19.7%+67.5%+79.3%

Cumulative growth

Daily Returns

Daily percentage return beside EME.

Daily Out/Under-Performance

Portfolio return minus EME return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…

1y analysis · Full analysis span regression · 6 months rolling