+852.5%
STLD vs EXPD
+304.0%
+548.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.7% |
| 7D | -11.1% | -7.2% | -4.0% | -7.3% |
| 30D | -4.8% | -3.3% | -1.5% | -2.9% |
| 3M | -14.6% | +3.4% | -17.9% | -16.3% |
| 6M | -7.4% | +22.7% | -30.1% | -18.2% |
| YTD | +32.6% | +24.5% | +8.0% | +14.1% |
| 1Y | +47.3% | +38.6% | +8.7% | +18.7% |
| 3Y | +107.5% | +71.5% | +36.0% | +40.9% |
| 5Y | +268.8% | +56.2% | +212.6% | +160.5% |
| All | +852.5% | +304.0% | +548.5% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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