+2,810.8%
STLD vs XHB
+172.9%
+2,637.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.6% |
| 7D | -11.1% | +1.3% | -12.4% | -12.3% |
| 30D | -4.8% | +7.8% | -12.6% | -10.8% |
| 3M | -14.6% | -5.5% | -9.1% | -11.9% |
| 6M | -7.4% | -2.6% | -4.8% | -7.6% |
| YTD | +32.6% | +0.4% | +32.2% | +28.3% |
| 1Y | +47.3% | -1.0% | +48.3% | +43.8% |
| 3Y | +107.5% | +37.3% | +70.2% | +51.0% |
| 5Y | +268.8% | +33.7% | +235.1% | +166.8% |
| 10Y | +883.3% | +256.9% | +626.4% | +223.9% |
| All | +2,810.8% | +172.9% | +2,637.9% | +813.6% |
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