+48.3%
XLE vs STLD
+89.3%
-40.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +2.2% | +3.1% | -0.9% | +2.0% |
| 30D | +11.8% | -9.0% | +20.8% | +12.3% |
| 3M | +9.8% | -12.4% | +22.2% | +10.4% |
| 6M | +15.6% | +25.5% | -9.9% | +14.6% |
| YTD | +45.3% | +43.6% | +1.6% | +41.6% |
| 1Y | +48.3% | +87.2% | -38.9% | +41.8% |
| All | +48.3% | +89.3% | -40.9% | +41.8% |
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