+1,080.4%
STLD vs XHB
+204.2%
+876.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +1.1% |
| 7D | +2.7% | +0.2% | +2.5% | +2.5% |
| 30D | -8.4% | -9.1% | +0.6% | -2.0% |
| 3M | -9.9% | -2.3% | -7.5% | -9.5% |
| 6M | +33.0% | -4.1% | +37.2% | +35.2% |
| YTD | +42.6% | -1.7% | +44.3% | +41.4% |
| 1Y | +80.8% | -15.1% | +95.9% | +100.2% |
| 3Y | +143.4% | +26.8% | +116.6% | +88.6% |
| 5Y | +293.4% | +37.3% | +256.1% | +178.9% |
| 10Y | +1,080.4% | +205.7% | +874.7% | +319.4% |
| All | +1,080.4% | +204.2% | +876.2% | +319.4% |
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