+53.0%
STLD vs XYL
-35.7%
+88.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.5% |
| 7D | -0.5% | -5.9% | +5.4% | +0.7% |
| 30D | -0.1% | -7.3% | +7.2% | +0.1% |
| 3M | -9.2% | -22.5% | +13.3% | -1.7% |
| 6M | +1.8% | -14.4% | +16.2% | +5.0% |
| YTD | +42.1% | -29.4% | +71.5% | +54.6% |
| All | +53.0% | -35.7% | +88.8% | +80.7% |
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