+41.6%
XLC vs STLD
+289.0%
-247.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.4% |
| 7D | +6.2% | -4.7% | +10.9% | +7.1% |
| 30D | -2.4% | -0.9% | -1.4% | -2.4% |
| 3M | -3.3% | -11.9% | +8.6% | -1.3% |
| 6M | -7.3% | +0.9% | -8.2% | -8.4% |
| YTD | -7.6% | +40.4% | -48.1% | -15.7% |
| 1Y | -3.7% | +56.6% | -60.3% | -14.4% |
| 3Y | +62.9% | +125.5% | -62.6% | +29.5% |
| 5Y | +41.6% | +292.8% | -251.2% | -7.7% |
| All | +41.6% | +289.0% | -247.3% | -7.7% |
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