+12,322.2%
STLD vs EXEL
+273.2%
+12,049.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +3.1% | +8.4% | -5.2% | +1.7% |
| 30D | -9.0% | +4.1% | -13.1% | -9.7% |
| 3M | -12.4% | +12.4% | -24.8% | -14.3% |
| 6M | +25.5% | +41.5% | -16.0% | +17.8% |
| YTD | +43.6% | +34.6% | +9.0% | +35.7% |
| 1Y | +87.2% | +57.9% | +29.3% | +71.4% |
| 3Y | +135.2% | +159.5% | -24.3% | +93.1% |
| 5Y | +290.9% | +198.5% | +92.4% | +208.3% |
| 10Y | +1,113.5% | +411.4% | +702.1% | +709.2% |
| All | +12,322.2% | +273.2% | +12,049.1% | +5,256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling