+175.1%
EXPE vs STLD
+1,105.0%
-929.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | -9.5% | +3.1% | -12.7% | -10.6% |
| 30D | -6.6% | -9.0% | +2.4% | -3.8% |
| 3M | +31.4% | -12.4% | +43.7% | +36.3% |
| 6M | +35.2% | +25.5% | +9.7% | +21.6% |
| YTD | +5.8% | +43.6% | -37.8% | -10.3% |
| 1Y | +38.7% | +87.2% | -48.5% | +5.7% |
| 3Y | +175.8% | +135.2% | +40.5% | +86.1% |
| 5Y | +111.8% | +290.9% | -179.0% | +11.4% |
| All | +175.1% | +1,105.0% | -929.9% | -11.0% |
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