+1,080.4%
STLD vs XYL
+141.5%
+938.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -2.6% |
| 7D | +2.7% | +1.8% | +0.9% | +1.4% |
| 30D | -8.4% | -9.2% | +0.8% | -2.7% |
| 3M | -9.9% | -0.3% | -9.6% | -10.2% |
| 6M | +33.0% | -11.0% | +44.0% | +42.3% |
| YTD | +42.6% | -19.2% | +61.8% | +61.5% |
| 1Y | +80.8% | -21.2% | +102.0% | +108.1% |
| 3Y | +143.4% | +18.6% | +124.8% | +108.1% |
| 5Y | +293.4% | -14.3% | +307.7% | +310.6% |
| 10Y | +1,080.4% | +141.0% | +939.4% | +484.8% |
| All | +1,080.4% | +141.5% | +938.9% | +484.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling