+292.6%
STLD vs XYL
-17.7%
+310.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | -12.4% | -3.7% | -8.7% | -10.9% |
| 6M | +25.5% | -17.7% | +43.2% | +38.5% |
| YTD | +43.6% | -21.5% | +65.1% | +61.7% |
| 1Y | +87.2% | -24.5% | +111.7% | +115.3% |
| 3Y | +135.2% | +6.9% | +128.3% | +121.4% |
| All | +292.6% | -17.7% | +310.3% | +290.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling