+30.2%
EXC vs STLD
+104.7%
-74.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.6% | +8.2% | +0.4% |
| 7D | +1.4% | -12.5% | +13.8% | +0.9% |
| 30D | +11.6% | -6.8% | +18.5% | +11.4% |
| 3M | +2.7% | -16.4% | +19.0% | +2.2% |
| 6M | +2.7% | -6.1% | +8.8% | +2.6% |
| YTD | +9.7% | +32.0% | -22.3% | +10.4% |
| 1Y | +4.5% | +45.5% | -41.0% | +5.4% |
| All | +30.2% | +104.7% | -74.5% | +34.3% |
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 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