+2,565.1%
STLD vs XME
+242.3%
+2,322.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | +3.1% | -0.1% | +3.3% | +3.3% |
| 30D | -9.0% | +6.0% | -15.0% | -14.6% |
| 3M | -12.4% | -7.7% | -4.6% | -7.4% |
| 6M | +25.5% | +1.0% | +24.5% | +20.1% |
| YTD | +43.6% | +14.6% | +29.0% | +19.3% |
| 1Y | +87.2% | +46.0% | +41.2% | +19.4% |
| 3Y | +135.2% | +127.0% | +8.2% | -5.2% |
| 5Y | +290.9% | +175.8% | +115.1% | +26.8% |
| 10Y | +1,113.5% | +414.6% | +698.8% | +104.7% |
| All | +2,565.1% | +242.3% | +2,322.8% | +535.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling