+122.3%
STLD vs XYL
-0.5%
+122.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +2.9% | -3.7% | +6.7% | +4.5% |
| 30D | -5.6% | -8.3% | +2.8% | -3.7% |
| 3M | -11.7% | -21.4% | +9.7% | -2.3% |
| 6M | -2.8% | -12.9% | +10.2% | +1.3% |
| YTD | +36.4% | -30.1% | +66.5% | +59.2% |
| 1Y | +50.0% | -35.2% | +85.2% | +83.3% |
| 3Y | +122.3% | -0.8% | +123.1% | +106.1% |
| All | +122.3% | -0.5% | +122.8% | +106.1% |
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