+1,089.0%
STLD vs EXEL
+391.3%
+697.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +3.1% | +8.4% | -5.2% | +1.5% |
| 30D | -9.0% | +4.1% | -13.1% | -9.8% |
| 3M | -12.4% | +12.4% | -24.8% | -14.6% |
| 6M | +25.5% | +41.5% | -16.0% | +16.6% |
| YTD | +43.6% | +34.6% | +9.0% | +34.4% |
| 1Y | +87.2% | +57.9% | +29.3% | +68.8% |
| 3Y | +135.2% | +159.5% | -24.3% | +85.6% |
| 5Y | +290.9% | +198.5% | +92.4% | +192.7% |
| All | +1,089.0% | +391.3% | +697.7% | +657.0% |
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 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