+1,080.4%
STLD vs EXEL
+380.2%
+700.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.3% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | -8.4% | +6.7% | -15.1% | -9.7% |
| 3M | -9.9% | +11.5% | -21.3% | -12.0% |
| 6M | +33.0% | +38.8% | -5.8% | +24.1% |
| YTD | +42.6% | +31.6% | +11.0% | +34.0% |
| 1Y | +80.8% | +53.0% | +27.7% | +64.0% |
| 3Y | +143.4% | +160.8% | -17.4% | +91.8% |
| 5Y | +293.4% | +190.1% | +103.3% | +196.3% |
| 10Y | +1,080.4% | +367.0% | +713.4% | +655.0% |
| All | +1,080.4% | +380.2% | +700.2% | +655.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling