+135.5%
EXPE vs STLD
+105.6%
+29.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.3% | -5.0% |
| 7D | -9.3% | -11.1% | +1.8% | -6.6% |
| 30D | +0.1% | -4.8% | +4.9% | +1.4% |
| 3M | -15.3% | -14.6% | -0.8% | -12.2% |
| 6M | +5.5% | -7.4% | +12.9% | +6.1% |
| YTD | -8.0% | +32.6% | -40.5% | -18.4% |
| 1Y | +18.9% | +47.3% | -28.5% | +1.5% |
| 3Y | +135.5% | +107.5% | +28.0% | +78.7% |
| All | +135.5% | +105.6% | +29.9% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling