+799.8%
STLD vs EXEL
+354.7%
+445.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.5% | -2.8% | +2.3% | +0.1% |
| 30D | -0.1% | +18.2% | -18.3% | -3.4% |
| 3M | -9.2% | +37.7% | -46.9% | -14.9% |
| 6M | +1.8% | +42.2% | -40.5% | -5.5% |
| YTD | +42.1% | +61.3% | -19.2% | +28.2% |
| 1Y | +58.5% | +64.5% | -6.0% | +42.3% |
| 3Y | +128.2% | +236.7% | -108.4% | +70.7% |
| 5Y | +288.2% | +296.3% | -8.1% | +174.2% |
| 10Y | +799.8% | +331.1% | +468.7% | +501.7% |
| All | +799.8% | +354.7% | +445.1% | +501.7% |
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