+258.8%
STLD vs XME
+110.8%
+148.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -2.1% |
| 7D | -11.1% | -4.5% | -6.7% | -7.9% |
| 30D | -4.8% | -10.9% | +6.1% | +3.7% |
| 3M | -14.6% | -15.3% | +0.7% | -3.9% |
| 6M | -7.4% | -24.6% | +17.2% | +12.6% |
| YTD | +32.6% | -9.6% | +42.2% | +36.7% |
| 1Y | +47.3% | +2.9% | +44.4% | +35.4% |
| 3Y | +107.5% | +86.9% | +20.6% | +8.9% |
| All | +258.8% | +110.8% | +148.0% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling