+127.7%
EXPE vs STLD
+761.4%
-633.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | 0.0% |
| 7D | -0.5% | +2.9% | -3.4% | -1.6% |
| 30D | -6.1% | -5.6% | -0.5% | -4.2% |
| 3M | -21.3% | -11.7% | -9.6% | -18.3% |
| 6M | +19.0% | -2.8% | +21.8% | +18.1% |
| YTD | -8.4% | +36.4% | -44.9% | -21.4% |
| 1Y | -2.8% | +50.0% | -52.8% | -19.6% |
| 3Y | +120.8% | +122.3% | -1.6% | +50.9% |
| 5Y | +46.2% | +273.2% | -227.0% | -22.7% |
| All | +127.7% | +761.4% | -633.7% | -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