+20.5%
EXE vs STLD
+129.0%
-108.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | -0.2% | -0.1% | -0.1% | -0.3% |
| 3M | -9.2% | -9.2% | -0.1% | -8.2% |
| 6M | -7.2% | +1.8% | -9.0% | -8.2% |
| YTD | -18.3% | +42.1% | -60.4% | -24.6% |
| 1Y | -23.6% | +58.5% | -82.1% | -31.3% |
| All | +20.5% | +129.0% | -108.4% | -7.8% |
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