+24.7%
XLB vs STLD
+45.5%
-20.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.5% | -11.1% | +9.6% | +1.6% |
| 30D | +6.1% | -4.8% | +10.8% | +7.3% |
| 3M | 0.0% | -14.6% | +14.6% | +4.0% |
| 6M | 0.0% | -7.4% | +7.4% | +1.0% |
| YTD | +16.0% | +32.6% | -16.5% | +3.4% |
| 1Y | +24.7% | +47.3% | -22.6% | +6.4% |
| All | +24.7% | +45.5% | -20.7% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling