+152.1%
EXE vs STLD
+572.9%
-420.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -0.2% | -0.1% | -0.1% | -0.3% |
| 3M | -9.2% | -9.2% | -0.1% | -7.4% |
| 6M | -7.2% | +1.8% | -9.0% | -8.9% |
| YTD | -18.3% | +42.1% | -60.4% | -28.0% |
| 1Y | -23.6% | +58.5% | -82.1% | -34.9% |
| 3Y | +21.9% | +128.2% | -106.3% | -11.0% |
| 5Y | +73.7% | +288.2% | -214.6% | -0.1% |
| All | +152.1% | +572.9% | -420.8% | +24.7% |
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 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