+3,053.5%
STLD vs XHB
+173.9%
+2,879.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.4% |
| 7D | +3.1% | -1.3% | +4.4% | +4.1% |
| 30D | -9.0% | -6.9% | -2.1% | -4.2% |
| 3M | -12.4% | -1.3% | -11.1% | -12.6% |
| 6M | +25.5% | -6.8% | +32.3% | +30.6% |
| YTD | +43.6% | +0.7% | +42.9% | +39.9% |
| 1Y | +87.2% | -11.2% | +98.4% | +100.7% |
| 3Y | +135.2% | +25.3% | +109.9% | +85.4% |
| 5Y | +290.9% | +37.3% | +253.6% | +179.2% |
| 10Y | +1,113.5% | +211.5% | +901.9% | +347.9% |
| All | +3,053.5% | +173.9% | +2,879.6% | +896.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling