+1,074.0%
XEL vs STLD
+8,008.3%
-6,934.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -0.2% | -11.1% | +10.9% | +0.9% |
| 30D | +10.0% | -4.8% | +14.8% | +10.4% |
| 3M | +4.3% | -14.6% | +18.9% | +5.7% |
| 6M | +0.5% | -7.4% | +7.9% | +0.8% |
| YTD | +10.4% | +32.6% | -22.2% | +6.8% |
| 1Y | +2.0% | +47.3% | -45.3% | -2.3% |
| 3Y | +45.6% | +107.5% | -62.0% | +33.2% |
| 5Y | +46.6% | +268.8% | -222.2% | +24.8% |
| 10Y | +168.3% | +883.3% | -715.0% | +98.1% |
| All | +1,074.0% | +8,008.3% | -6,934.4% | +542.5% |
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