+55.0%
XEL vs STLD
+119.8%
-64.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.1% |
| 7D | +2.4% | +2.9% | -0.5% | +2.4% |
| 30D | +8.3% | -5.6% | +13.8% | +8.3% |
| 3M | +4.2% | -11.7% | +15.9% | +4.2% |
| 6M | +3.7% | -2.8% | +6.5% | +3.7% |
| YTD | +13.1% | +36.4% | -23.4% | +12.8% |
| 1Y | +5.0% | +50.0% | -45.0% | +4.7% |
| 3Y | +55.0% | +122.3% | -67.4% | +51.4% |
| All | +55.0% | +119.8% | -64.9% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling