+47.3%
STLD vs EXEL
+73.7%
-26.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -11.1% | +0.3% | -11.4% | -11.0% |
| 30D | -4.8% | +19.0% | -23.8% | -8.0% |
| 3M | -14.6% | +33.3% | -47.8% | -19.3% |
| 6M | -7.4% | +42.9% | -50.3% | -13.9% |
| YTD | +32.6% | +58.7% | -26.2% | +19.8% |
| 1Y | +47.3% | +70.5% | -23.2% | +30.0% |
| All | +47.3% | +73.7% | -26.4% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling