+87.2%
STLD vs XYL
-23.4%
+110.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.7% |
| 7D | +3.1% | -5.0% | +8.2% | +5.7% |
| 30D | -9.0% | -13.2% | +4.2% | -2.6% |
| 3M | -12.4% | -3.7% | -8.7% | -11.1% |
| 6M | +25.5% | -17.7% | +43.2% | +36.1% |
| YTD | +43.6% | -21.5% | +65.1% | +56.5% |
| 1Y | +87.2% | -24.5% | +111.7% | +113.4% |
| All | +87.2% | -23.4% | +110.6% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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