+782.2%
STLD vs XHB
+271.6%
+510.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | -0.5% |
| 7D | -9.7% | +1.3% | -11.0% | -10.7% |
| 30D | -4.5% | +11.8% | -16.3% | -12.7% |
| 3M | -13.1% | -3.8% | -9.3% | -11.5% |
| 6M | -2.8% | +4.1% | -6.8% | -7.6% |
| YTD | +35.3% | +4.0% | +31.4% | +27.7% |
| 1Y | +51.4% | +1.6% | +49.8% | +45.2% |
| 3Y | +117.9% | +43.2% | +74.8% | +52.4% |
| 5Y | +272.6% | +35.8% | +236.8% | +166.9% |
| 10Y | +782.2% | +259.3% | +522.9% | +178.5% |
| All | +782.2% | +271.6% | +510.6% | +178.5% |
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