+49.9%
XLE vs STLD
+59.7%
-9.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.0% | -1.7% | -4.5% |
| 7D | -7.2% | -3.9% | -3.3% | -7.0% |
| 30D | +0.1% | -0.4% | +0.5% | +0.2% |
| 3M | +9.2% | -9.2% | +18.4% | +9.6% |
| 6M | +8.4% | +5.0% | +3.4% | +8.5% |
| YTD | +44.9% | +42.8% | +2.1% | +41.8% |
| 1Y | +49.9% | +60.1% | -10.2% | +46.9% |
| All | +49.9% | +59.7% | -9.8% | +46.9% |
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