+197.7%
EXC vs STLD
+804.7%
-607.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.0% | -0.8% |
| 7D | +0.1% | -4.7% | +4.7% | +0.6% |
| 30D | +9.0% | -0.9% | +10.0% | +9.0% |
| 3M | +3.3% | -11.9% | +15.2% | +4.8% |
| 6M | +5.7% | +0.9% | +4.8% | +4.8% |
| YTD | +7.3% | +40.4% | -33.1% | +0.9% |
| 1Y | +2.9% | +56.6% | -53.6% | -4.9% |
| 3Y | +29.3% | +125.5% | -96.2% | +9.7% |
| 5Y | +40.1% | +292.8% | -252.8% | +2.7% |
| 10Y | +197.7% | +787.1% | -589.4% | +67.4% |
| All | +197.7% | +804.7% | -607.0% | +67.4% |
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