+773.1%
EXPE vs STLD
+4,327.3%
-3,554.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -7.6% | -6.1% | -11.0% |
| 7D | -3.6% | -12.5% | +8.9% | +1.2% |
| 30D | +4.8% | -6.8% | +11.6% | +7.4% |
| 3M | -14.6% | -16.4% | +1.7% | -9.6% |
| 6M | +10.0% | -6.1% | +16.1% | +10.5% |
| YTD | -3.3% | +32.0% | -35.2% | -15.0% |
| 1Y | +28.4% | +45.5% | -17.1% | +8.8% |
| 3Y | +145.1% | +106.5% | +38.6% | +77.5% |
| 5Y | +51.6% | +267.2% | -215.5% | -14.5% |
| 10Y | +128.8% | +878.9% | -750.0% | -17.7% |
| All | +773.1% | +4,327.3% | -3,554.2% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling