+144.5%
EXE vs STLD
+540.7%
-396.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.1% |
| 7D | -3.9% | -9.7% | +5.8% | -1.4% |
| 30D | -2.6% | -4.5% | +2.0% | -1.5% |
| 3M | -6.9% | -13.1% | +6.2% | -3.9% |
| 6M | -9.3% | -2.8% | -6.6% | -9.9% |
| YTD | -20.7% | +35.3% | -56.1% | -29.3% |
| 1Y | -21.8% | +51.4% | -73.2% | -32.6% |
| 3Y | +16.2% | +117.9% | -101.7% | -14.2% |
| 5Y | +61.1% | +272.6% | -211.5% | -6.4% |
| All | +144.5% | +540.7% | -396.2% | +22.5% |
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