+58.1%
XLE vs STLD
+104.7%
-46.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.6% | +4.6% | -1.3% |
| 7D | -10.3% | -12.5% | +2.2% | -7.6% |
| 30D | -3.3% | -6.8% | +3.5% | -1.8% |
| 3M | +8.2% | -16.4% | +24.5% | +12.3% |
| 6M | +5.0% | -6.1% | +11.2% | +5.5% |
| YTD | +40.6% | +32.0% | +8.6% | +27.9% |
| 1Y | +45.0% | +45.5% | -0.5% | +27.9% |
| All | +58.1% | +104.7% | -46.6% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling