+740.9%
STLD vs XYL
+100.4%
+640.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +2.9% | -3.7% | +6.7% | +5.2% |
| 30D | -5.6% | -8.3% | +2.8% | -2.5% |
| 3M | -11.7% | -21.4% | +9.7% | +0.2% |
| 6M | -2.8% | -12.9% | +10.2% | +2.9% |
| YTD | +36.4% | -30.1% | +66.5% | +65.0% |
| 1Y | +50.0% | -35.2% | +85.2% | +90.7% |
| 3Y | +122.3% | -0.8% | +123.1% | +108.6% |
| 5Y | +273.2% | -23.2% | +296.4% | +307.1% |
| All | +740.9% | +100.4% | +640.5% | +375.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling