+8,153.7%
STLD vs EXPD
+8,946.2%
-792.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +3.1% | -1.1% | +4.3% | +3.7% |
| 30D | -9.0% | +4.1% | -13.1% | -10.7% |
| 3M | -12.4% | +17.9% | -30.3% | -19.1% |
| 6M | +25.5% | +29.2% | -3.7% | +10.4% |
| YTD | +43.6% | +27.4% | +16.3% | +26.2% |
| 1Y | +87.2% | +56.8% | +30.4% | +47.9% |
| 3Y | +135.2% | +68.0% | +67.2% | +77.3% |
| 5Y | +290.9% | +61.9% | +229.0% | +195.4% |
| 10Y | +1,113.5% | +316.0% | +797.4% | +497.7% |
| All | +8,153.7% | +8,946.2% | -792.5% | +2,251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling