+907.0%
XBI vs STLD
+3,237.4%
-2,330.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | +3.2% | -0.1% | +3.3% | +3.2% |
| 3M | -1.1% | -9.2% | +8.0% | +0.9% |
| 6M | +16.1% | +1.8% | +14.4% | +14.4% |
| YTD | +28.3% | +42.1% | -13.8% | +15.2% |
| 1Y | +37.7% | +58.5% | -20.8% | +20.0% |
| 3Y | +134.9% | +128.2% | +6.7% | +82.4% |
| 5Y | +24.5% | +288.2% | -263.7% | -18.7% |
| 10Y | +139.4% | +799.8% | -660.4% | +16.1% |
| All | +907.0% | +3,237.4% | -2,330.4% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling