+183.8%
EXC vs STLD
+779.4%
-595.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -1.7% | -9.7% | +7.9% | -0.4% |
| 30D | +9.3% | -4.5% | +13.9% | +9.9% |
| 3M | +1.0% | -13.1% | +14.1% | +2.7% |
| 6M | +5.9% | -2.8% | +8.7% | +5.7% |
| YTD | +7.6% | +35.3% | -27.7% | +1.7% |
| 1Y | +2.4% | +51.4% | -49.0% | -4.9% |
| 3Y | +30.2% | +117.9% | -87.7% | +11.1% |
| 5Y | +41.4% | +272.6% | -231.2% | +4.8% |
| 10Y | +183.8% | +782.2% | -598.4% | +66.1% |
| All | +183.8% | +779.4% | -595.6% | +66.1% |
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