+769.0%
STLD vs XHB
+234.8%
+534.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.5% |
| 7D | +6.9% | -2.4% | +9.3% | +8.6% |
| 30D | -1.5% | +7.1% | -8.5% | -7.1% |
| 3M | -9.7% | -6.0% | -3.7% | -6.5% |
| 6M | +2.3% | +2.1% | +0.3% | -1.5% |
| YTD | +41.0% | -0.6% | +41.6% | +37.4% |
| 1Y | +51.8% | -3.3% | +55.1% | +50.8% |
| 3Y | +126.4% | +34.1% | +92.3% | +66.3% |
| 5Y | +285.7% | +28.6% | +257.1% | +187.8% |
| All | +769.0% | +234.8% | +534.2% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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