+86.9%
STLD vs XYL
-21.6%
+108.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.6% |
| 7D | -2.8% | +0.8% | -3.6% | -3.2% |
| 30D | -10.4% | -10.8% | +0.5% | -5.4% |
| 3M | -10.6% | -2.5% | -8.0% | -9.8% |
| 6M | +32.7% | -12.2% | +44.9% | +39.7% |
| YTD | +42.8% | -20.1% | +62.9% | +54.1% |
| 1Y | +86.9% | -20.6% | +107.6% | +111.0% |
| All | +86.9% | -21.6% | +108.6% | +111.0% |
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