+988.5%
XLE vs STLD
+12,183.2%
-11,194.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.6% | +4.6% | -0.5% |
| 7D | -10.3% | -12.5% | +2.2% | -6.3% |
| 30D | -3.3% | -6.8% | +3.5% | -1.2% |
| 3M | +8.2% | -16.4% | +24.5% | +14.0% |
| 6M | +5.0% | -6.1% | +11.2% | +5.7% |
| YTD | +40.6% | +32.0% | +8.6% | +25.1% |
| 1Y | +45.0% | +45.5% | -0.5% | +24.8% |
| 3Y | +56.3% | +106.5% | -50.2% | +16.3% |
| 5Y | +152.2% | +267.2% | -114.9% | +47.9% |
| 10Y | +173.0% | +878.9% | -705.9% | +11.0% |
| All | +988.5% | +12,183.2% | -11,194.7% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling