+46.7%
XLB vs STLD
+115.4%
-68.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.3% |
| 7D | -1.4% | -9.7% | +8.3% | +1.5% |
| 30D | +7.1% | -4.5% | +11.6% | +8.4% |
| 3M | +0.6% | -13.1% | +13.7% | +4.2% |
| 6M | +3.5% | -2.8% | +6.2% | +3.3% |
| YTD | +18.2% | +35.3% | -17.1% | +6.3% |
| 1Y | +25.6% | +51.4% | -25.8% | +9.2% |
| 3Y | +46.7% | +117.9% | -71.3% | +12.1% |
| All | +46.7% | +115.4% | -68.7% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling