+1,120.7%
STLD vs XME
+415.7%
+705.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.7% |
| 7D | +2.7% | +3.6% | -1.0% | -0.4% |
| 30D | -8.4% | +3.6% | -12.1% | -11.6% |
| 3M | -9.9% | +1.2% | -11.1% | -12.2% |
| 6M | +33.0% | +9.0% | +24.0% | +19.8% |
| YTD | +42.6% | +15.9% | +26.7% | +19.4% |
| 1Y | +80.8% | +43.2% | +37.6% | +21.5% |
| 3Y | +143.4% | +137.4% | +6.1% | -0.1% |
| 5Y | +293.4% | +185.0% | +108.4% | +33.1% |
| All | +1,120.7% | +415.7% | +705.1% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling