+3.4%
EXC vs STLD
+59.7%
-56.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +1.5% |
| 7D | +3.3% | -3.9% | +7.2% | +3.1% |
| 30D | +13.3% | -0.4% | +13.7% | +13.3% |
| 3M | +1.8% | -9.2% | +11.0% | +1.6% |
| 6M | +1.1% | +5.0% | -3.9% | +1.6% |
| YTD | +9.0% | +42.8% | -33.8% | +7.8% |
| 1Y | +3.4% | +60.1% | -56.7% | -0.7% |
| All | +3.4% | +59.7% | -56.3% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling