+822.8%
XLB vs STLD
+12,183.2%
-11,360.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.6% | +4.7% | -0.5% |
| 7D | -0.4% | -12.5% | +12.1% | +3.9% |
| 30D | +5.2% | -6.8% | +12.1% | +7.4% |
| 3M | -0.1% | -16.4% | +16.2% | +5.1% |
| 6M | +2.4% | -6.1% | +8.5% | +3.4% |
| YTD | +16.9% | +32.0% | -15.1% | +5.2% |
| 1Y | +25.0% | +45.5% | -20.5% | +9.0% |
| 3Y | +40.7% | +106.5% | -65.8% | +6.7% |
| 5Y | +31.6% | +267.2% | -235.6% | -20.0% |
| 10Y | +175.3% | +878.9% | -703.6% | +13.5% |
| All | +822.8% | +12,183.2% | -11,360.3% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling