+50.0%
STLD vs XME
-2.0%
+52.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -2.4% |
| 7D | +2.9% | +0.3% | +2.6% | +2.6% |
| 30D | -5.6% | -6.1% | +0.6% | -2.6% |
| 3M | -11.7% | -18.6% | +6.9% | -2.8% |
| 6M | -2.8% | -23.9% | +21.1% | +10.2% |
| YTD | +36.4% | -9.3% | +45.8% | +42.6% |
| 1Y | +50.0% | +1.8% | +48.2% | +50.1% |
| All | +50.0% | -2.0% | +52.0% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling