+782.2%
STLD vs XME
+294.4%
+487.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | -2.7% |
| 7D | -9.7% | +0.9% | -10.6% | -10.4% |
| 30D | -4.5% | -7.3% | +2.8% | +1.6% |
| 3M | -13.1% | -14.8% | +1.7% | -1.1% |
| 6M | -2.8% | -18.4% | +15.6% | +12.8% |
| YTD | +35.3% | -4.7% | +40.0% | +33.6% |
| 1Y | +51.4% | +5.7% | +45.7% | +35.0% |
| 3Y | +117.9% | +104.0% | +14.0% | +0.9% |
| 5Y | +272.6% | +122.4% | +150.2% | +55.8% |
| 10Y | +782.2% | +285.4% | +496.8% | +119.2% |
| All | +782.2% | +294.4% | +487.8% | +119.2% |
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