+8,107.1%
STLD vs EXPD
+9,372.2%
-1,265.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -1.5% |
| 7D | -3.9% | +0.3% | -4.2% | -4.1% |
| 30D | -0.4% | +1.8% | -2.2% | -1.3% |
| 3M | -9.2% | +8.9% | -18.1% | -13.0% |
| 6M | +5.0% | +42.2% | -37.3% | -11.6% |
| YTD | +42.8% | +33.4% | +9.5% | +22.6% |
| 1Y | +60.1% | +47.2% | +12.9% | +31.1% |
| 3Y | +123.5% | +81.3% | +42.2% | +62.4% |
| 5Y | +302.0% | +60.2% | +241.8% | +205.3% |
| 10Y | +959.3% | +339.5% | +619.7% | +407.8% |
| All | +8,107.1% | +9,372.2% | -1,265.0% | +2,184.5% |
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