+22.3%
XBI vs STLD
+274.1%
-251.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.4% |
| 7D | -1.1% | +2.9% | -4.0% | -1.9% |
| 30D | +2.6% | -5.6% | +8.1% | +4.0% |
| 3M | -4.0% | -11.7% | +7.7% | -1.3% |
| 6M | +10.9% | -2.8% | +13.7% | +10.4% |
| YTD | +23.6% | +36.4% | -12.9% | +11.4% |
| 1Y | +35.1% | +50.0% | -14.9% | +18.6% |
| 3Y | +125.2% | +122.3% | +2.9% | +73.9% |
| All | +22.3% | +274.1% | -251.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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