+218.0%
XLE vs STLD
+292.4%
-74.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +2.2% | +3.1% | -0.9% | +1.3% |
| 30D | +11.8% | -9.0% | +20.8% | +14.3% |
| 3M | +9.8% | -12.4% | +22.2% | +13.1% |
| 6M | +15.6% | +25.5% | -9.9% | +7.0% |
| YTD | +45.3% | +43.6% | +1.6% | +28.8% |
| 1Y | +48.3% | +87.2% | -38.9% | +20.8% |
| 3Y | +55.4% | +135.2% | -79.8% | +15.4% |
| All | +218.0% | +292.4% | -74.4% | +101.3% |
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