+23.7%
EXC vs STLD
+135.5%
-111.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | +0.3% | +3.1% | -2.9% | +0.3% |
| 30D | -3.7% | -9.0% | +5.3% | -3.8% |
| 3M | -1.3% | -12.4% | +11.1% | -1.5% |
| 6M | -9.7% | +25.5% | -35.2% | -9.4% |
| YTD | +2.9% | +43.6% | -40.7% | +3.3% |
| 1Y | +4.4% | +87.2% | -82.8% | +4.9% |
| All | +23.7% | +135.5% | -111.8% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling