+172.1%
EXC vs STLD
+868.9%
-696.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.0% |
| 7D | -1.2% | -11.1% | +10.0% | +0.3% |
| 30D | +10.0% | -4.8% | +14.7% | +10.5% |
| 3M | +1.6% | -14.6% | +16.2% | +3.4% |
| 6M | +3.3% | -7.4% | +10.7% | +3.7% |
| YTD | +7.6% | +32.6% | -25.0% | +2.1% |
| 1Y | +3.5% | +47.3% | -43.9% | -3.4% |
| 3Y | +27.7% | +107.5% | -79.9% | +10.3% |
| 5Y | +41.1% | +268.8% | -227.7% | +5.6% |
| All | +172.1% | +868.9% | -696.8% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling