+178.5%
EXE vs STLD
+579.9%
-401.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.7% |
| 7D | -0.3% | +3.1% | -3.4% | -1.1% |
| 30D | +8.5% | -9.0% | +17.4% | +10.9% |
| 3M | +5.5% | -12.4% | +17.8% | +8.5% |
| 6M | -5.9% | +25.5% | -31.4% | -13.2% |
| YTD | -9.7% | +43.6% | -53.3% | -20.4% |
| 1Y | +3.6% | +87.2% | -83.6% | -16.3% |
| 3Y | +18.0% | +135.2% | -117.2% | -14.7% |
| 5Y | +109.4% | +290.9% | -181.4% | +20.0% |
| All | +178.5% | +579.9% | -401.4% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling