-4.6%
EXPE vs STLD
+56.0%
-60.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.8% | -2.4% |
| 7D | -11.2% | -4.7% | -6.5% | -10.9% |
| 30D | -7.5% | -0.9% | -6.5% | -7.4% |
| 3M | -19.1% | -11.9% | -7.2% | -18.3% |
| 6M | +10.7% | +0.9% | +9.8% | +9.4% |
| YTD | -9.9% | +40.4% | -50.3% | -21.3% |
| 1Y | -4.6% | +56.6% | -61.2% | -25.2% |
| All | -4.6% | +56.0% | -60.6% | -25.2% |
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