+852.5%
STLD vs EXEL
+461.0%
+391.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -11.1% | +0.3% | -11.4% | -11.1% |
| 30D | -4.8% | +19.0% | -23.8% | -8.2% |
| 3M | -14.6% | +33.3% | -47.8% | -19.6% |
| 6M | -7.4% | +42.9% | -50.3% | -14.3% |
| YTD | +32.6% | +58.7% | -26.2% | +19.5% |
| 1Y | +47.3% | +70.5% | -23.2% | +30.7% |
| 3Y | +107.5% | +233.8% | -126.3% | +53.8% |
| 5Y | +268.8% | +259.3% | +9.5% | +163.0% |
| All | +852.5% | +461.0% | +391.5% | +431.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling