+38.2%
EXPE vs STLD
+82.1%
-43.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -9.5% | +3.1% | -12.7% | -9.7% |
| 30D | -6.6% | -9.0% | +2.4% | -5.9% |
| 3M | +31.4% | -12.4% | +43.7% | +33.5% |
| 6M | +35.2% | +25.5% | +9.7% | +27.6% |
| YTD | +5.8% | +43.6% | -37.8% | -3.9% |
| All | +38.2% | +82.1% | -43.9% | +21.0% |
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 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