+18.9%
EXPE vs STLD
+45.5%
-26.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.3% | -4.9% |
| 7D | -9.3% | -11.1% | +1.8% | -8.6% |
| 30D | +0.1% | -4.8% | +4.9% | +0.6% |
| 3M | -15.3% | -14.6% | -0.8% | -14.4% |
| 6M | +5.5% | -7.4% | +12.9% | +5.4% |
| YTD | -8.0% | +32.6% | -40.5% | -16.8% |
| 1Y | +18.9% | +47.3% | -28.5% | +1.3% |
| All | +18.9% | +45.5% | -26.6% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling