+43.6%
XLE vs STLD
+45.5%
-1.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -12.0% | -11.1% | -0.9% | -11.2% |
| 30D | -2.7% | -4.8% | +2.0% | -2.3% |
| 3M | +6.6% | -14.6% | +21.1% | +7.6% |
| 6M | +9.5% | -7.4% | +16.9% | +10.7% |
| YTD | +40.6% | +32.6% | +8.0% | +38.2% |
| 1Y | +43.6% | +47.3% | -3.7% | +40.7% |
| All | +43.6% | +45.5% | -1.9% | +40.7% |
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 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