+1,081.3%
XEL vs STLD
+8,177.9%
-7,096.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +1.1% | -9.7% | +10.7% | +2.0% |
| 30D | +8.7% | -4.5% | +13.2% | +9.0% |
| 3M | +3.5% | -13.1% | +16.6% | +4.7% |
| 6M | +2.6% | -2.8% | +5.3% | +2.4% |
| YTD | +11.1% | +35.3% | -24.3% | +7.2% |
| 1Y | +2.2% | +51.4% | -49.2% | -2.4% |
| 3Y | +51.1% | +117.9% | -66.8% | +37.7% |
| 5Y | +48.0% | +272.6% | -224.6% | +25.9% |
| 10Y | +175.3% | +782.2% | -606.9% | +105.7% |
| All | +1,081.3% | +8,177.9% | -7,096.5% | +545.3% |
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