+44.3%
EXPE vs STLD
+291.0%
-246.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | -17.8% | -0.5% | -17.3% | -17.5% |
| 30D | -3.2% | -0.1% | -3.2% | -3.3% |
| 3M | -19.0% | -9.2% | -9.8% | -16.9% |
| 6M | +17.7% | +1.8% | +16.0% | +15.2% |
| YTD | -7.8% | +42.1% | -49.9% | -20.9% |
| 1Y | -1.4% | +58.5% | -59.9% | -18.7% |
| 3Y | +121.9% | +128.2% | -6.3% | +54.1% |
| 5Y | +44.3% | +288.2% | -244.0% | -19.8% |
| All | +44.3% | +291.0% | -246.8% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling