+1,122.7%
STLD vs XME
+412.4%
+710.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.6% |
| 30D | -10.4% | +1.4% | -11.8% | -11.9% |
| 3M | -10.6% | +2.7% | -13.3% | -14.0% |
| 6M | +32.7% | +6.5% | +26.2% | +22.0% |
| YTD | +42.8% | +15.2% | +27.6% | +20.3% |
| 1Y | +86.9% | +43.5% | +43.4% | +25.4% |
| 3Y | +143.8% | +135.9% | +7.9% | +0.6% |
| 5Y | +293.5% | +181.5% | +112.0% | +34.7% |
| 10Y | +1,122.7% | +436.9% | +685.8% | +129.7% |
| All | +1,122.7% | +412.4% | +710.3% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded XME 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling