+36.5%
XLB vs STLD
+292.4%
-255.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -1.4% | +3.1% | -4.5% | -2.4% |
| 30D | -0.4% | -9.0% | +8.6% | +2.3% |
| 3M | +2.0% | -12.4% | +14.3% | +5.7% |
| 6M | +1.8% | +25.5% | -23.7% | -6.3% |
| YTD | +16.6% | +43.6% | -27.0% | +2.4% |
| 1Y | +16.9% | +87.2% | -70.2% | -6.2% |
| 3Y | +32.6% | +135.2% | -102.7% | -4.3% |
| All | +36.5% | +292.4% | -255.9% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling