+80.3%
EXE vs STLD
+274.1%
-193.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.6% |
| 7D | +5.3% | +2.9% | +2.4% | +4.6% |
| 30D | -2.2% | -5.6% | +3.4% | -1.0% |
| 3M | -5.9% | -11.7% | +5.8% | -3.4% |
| 6M | -5.7% | -2.8% | -2.9% | -6.3% |
| YTD | -17.8% | +36.4% | -54.3% | -26.5% |
| 1Y | -23.1% | +50.0% | -73.1% | -33.2% |
| 3Y | +21.2% | +122.3% | -101.1% | -10.6% |
| All | +80.3% | +274.1% | -193.8% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling