+130.4%
EXPE vs STLD
+790.2%
-659.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -4.2% | +6.9% | -11.0% | -6.6% |
| 30D | -4.5% | -1.5% | -3.1% | -4.1% |
| 3M | -19.7% | -9.7% | -10.0% | -17.3% |
| 6M | +18.3% | +2.3% | +16.0% | +15.1% |
| YTD | -7.3% | +41.0% | -48.3% | -21.4% |
| 1Y | -3.9% | +51.8% | -55.7% | -20.8% |
| 3Y | +123.0% | +126.4% | -3.4% | +51.5% |
| 5Y | +47.9% | +285.7% | -237.8% | -22.7% |
| All | +130.4% | +790.2% | -659.9% | -26.0% |
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