+50.9%
STLD vs EXPD
+39.7%
+11.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.3% |
| 7D | -9.7% | -5.5% | -4.2% | -8.2% |
| 30D | -4.5% | -1.9% | -2.7% | -3.9% |
| 3M | -13.1% | +6.1% | -19.2% | -14.2% |
| 6M | -2.8% | +21.6% | -24.4% | -7.4% |
| YTD | +35.3% | +27.9% | +7.4% | +25.0% |
| All | +50.9% | +39.7% | +11.2% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling