+4.6%
STLD vs XE
-63.6%
+68.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +3.8% |
| 7D | -4.7% | -0.1% | -4.6% | -4.8% |
| 30D | -0.9% | -20.0% | +19.0% | -0.7% |
| 3M | -11.9% | -46.9% | +35.0% | -10.9% |
| 6M | +0.9% | -63.7% | +64.6% | +4.0% |
| All | +4.6% | -63.6% | +68.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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