+787.1%
STLD vs EXEL
+363.4%
+423.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.1% |
| 7D | -4.7% | -2.4% | -2.3% | -4.2% |
| 30D | -0.9% | +17.9% | -18.9% | -4.2% |
| 3M | -11.9% | +33.3% | -45.2% | -16.9% |
| 6M | +0.9% | +46.6% | -45.7% | -6.9% |
| YTD | +40.4% | +61.0% | -20.6% | +26.7% |
| 1Y | +56.6% | +70.4% | -13.9% | +39.5% |
| 3Y | +125.5% | +236.1% | -110.6% | +68.7% |
| 5Y | +292.8% | +284.8% | +8.0% | +179.4% |
| 10Y | +787.1% | +348.4% | +438.7% | +494.6% |
| All | +787.1% | +363.4% | +423.6% | +494.6% |
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