-18.9%
EXE vs STLD
+59.7%
-78.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -3.0% |
| 7D | -4.7% | -3.9% | -0.7% | -4.7% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | -5.6% | -9.2% | +3.6% | -6.1% |
| 6M | -12.3% | +5.0% | -17.3% | -11.9% |
| YTD | -19.5% | +42.8% | -62.3% | -20.5% |
| 1Y | -18.9% | +60.1% | -78.9% | -23.6% |
| All | -18.9% | +59.7% | -78.5% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling