+122.3%
STLD vs XHB
+35.8%
+86.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.6% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -5.6% | +9.9% | -15.5% | -10.6% |
| 3M | -11.7% | -6.3% | -5.4% | -9.0% |
| 6M | -2.8% | +3.8% | -6.6% | -6.2% |
| YTD | +36.4% | +0.1% | +36.3% | +33.6% |
| 1Y | +50.0% | -0.8% | +50.8% | +47.5% |
| 3Y | +122.3% | +35.6% | +86.7% | +92.7% |
| All | +122.3% | +35.8% | +86.5% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling