+277.1%
STLD vs EXEL
+281.2%
-4.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | -5.6% | +13.1% | -18.7% | -7.3% |
| 3M | -11.7% | +36.3% | -48.1% | -15.8% |
| 6M | -2.8% | +34.5% | -37.3% | -7.3% |
| YTD | +36.4% | +57.4% | -21.0% | +26.8% |
| 1Y | +50.0% | +62.9% | -12.9% | +38.6% |
| 3Y | +122.3% | +229.5% | -107.2% | +79.4% |
| All | +277.1% | +281.2% | -4.1% | +200.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling