+45.6%
XEL vs STLD
+105.6%
-60.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -0.2% | -11.1% | +10.9% | -0.2% |
| 30D | +10.0% | -4.8% | +14.8% | +10.0% |
| 3M | +4.3% | -14.6% | +18.9% | +4.4% |
| 6M | +0.5% | -7.4% | +7.9% | +0.5% |
| YTD | +10.4% | +32.6% | -22.2% | +10.0% |
| 1Y | +2.0% | +47.3% | -45.3% | +1.6% |
| 3Y | +45.6% | +107.5% | -62.0% | +40.6% |
| All | +45.6% | +105.6% | -60.1% | +40.6% |
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