+167.7%
XLB vs STLD
+779.4%
-611.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.2% |
| 7D | -1.4% | -9.7% | +8.3% | +2.1% |
| 30D | +7.1% | -4.5% | +11.6% | +8.6% |
| 3M | +0.6% | -13.1% | +13.7% | +5.0% |
| 6M | +3.5% | -2.8% | +6.2% | +3.3% |
| YTD | +18.2% | +35.3% | -17.1% | +4.2% |
| 1Y | +25.6% | +51.4% | -25.8% | +6.3% |
| 3Y | +46.7% | +117.9% | -71.3% | +5.2% |
| 5Y | +30.9% | +272.6% | -241.7% | -26.5% |
| 10Y | +167.7% | +782.2% | -614.4% | +1.1% |
| All | +167.7% | +779.4% | -611.6% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling