+164.2%
XLB vs STLD
+761.4%
-597.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.9% |
| 7D | +0.5% | +2.9% | -2.4% | -0.5% |
| 30D | +5.2% | -5.6% | +10.7% | +7.0% |
| 3M | +0.3% | -11.7% | +12.0% | +4.0% |
| 6M | +1.2% | -2.8% | +3.9% | +0.9% |
| YTD | +16.6% | +36.4% | -19.8% | +2.5% |
| 1Y | +21.4% | +50.0% | -28.6% | +3.1% |
| 3Y | +43.2% | +122.3% | -79.1% | +2.0% |
| 5Y | +28.0% | +273.2% | -245.2% | -28.2% |
| All | +164.2% | +761.4% | -597.3% | +1.4% |
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 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