+2,669.2%
STLD vs XYL
+408.9%
+2,260.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.8% |
| 7D | -11.1% | +5.9% | -17.0% | -14.4% |
| 30D | -4.8% | -3.9% | -0.9% | -4.4% |
| 3M | -14.6% | -18.7% | +4.1% | -5.1% |
| 6M | -7.4% | -16.9% | +9.5% | +1.1% |
| YTD | +32.6% | -27.4% | +59.9% | +56.3% |
| 1Y | +47.3% | -34.0% | +81.3% | +84.7% |
| 3Y | +107.5% | +5.6% | +101.9% | +89.0% |
| 5Y | +268.8% | -20.6% | +289.4% | +292.8% |
| 10Y | +883.3% | +133.4% | +749.9% | +422.4% |
| All | +2,669.2% | +408.9% | +2,260.4% | +849.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling