+8.0%
EXE vs STLD
+105.6%
-97.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -6.6% | -11.1% | +4.6% | -5.1% |
| 30D | -4.0% | -4.8% | +0.8% | -3.4% |
| 3M | -7.5% | -14.6% | +7.1% | -5.6% |
| 6M | -11.7% | -7.4% | -4.3% | -11.3% |
| YTD | -22.0% | +32.6% | -54.6% | -27.4% |
| 1Y | -21.8% | +47.3% | -69.1% | -28.9% |
| 3Y | +8.0% | +107.5% | -99.5% | -14.5% |
| All | +8.0% | +105.6% | -97.6% | -14.5% |
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 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