+150.1%
EXE vs STLD
+564.8%
-414.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +1.3% |
| 7D | -2.2% | -4.7% | +2.4% | -1.1% |
| 30D | -0.3% | -0.9% | +0.6% | -0.2% |
| 3M | -9.3% | -11.9% | +2.6% | -6.8% |
| 6M | -7.2% | +0.9% | -8.1% | -8.7% |
| YTD | -18.9% | +40.4% | -59.3% | -28.3% |
| 1Y | -21.7% | +56.6% | -78.3% | -33.1% |
| 3Y | +21.0% | +125.5% | -104.5% | -11.5% |
| 5Y | +76.0% | +292.8% | -216.9% | +0.7% |
| All | +150.1% | +564.8% | -414.7% | +24.2% |
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