+139.1%
STLD vs XYL
+8.6%
+130.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.5% |
| 7D | +3.1% | -5.0% | +8.2% | +6.0% |
| 30D | -9.0% | -13.2% | +4.2% | -1.8% |
| 3M | -12.4% | -3.7% | -8.7% | -10.9% |
| 6M | +25.5% | -17.7% | +43.2% | +38.6% |
| YTD | +43.6% | -21.5% | +65.1% | +61.8% |
| 1Y | +87.2% | -24.5% | +111.7% | +115.8% |
| All | +139.1% | +8.6% | +130.5% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling