+246.4%
XLF vs STLD
+1,072.4%
-825.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +0.2% | +2.7% | -2.5% | -0.8% |
| 30D | -0.5% | -8.4% | +7.9% | +2.2% |
| 3M | +10.6% | -9.9% | +20.5% | +13.7% |
| 6M | +14.3% | +33.0% | -18.7% | +2.0% |
| YTD | +5.5% | +42.6% | -37.1% | -8.7% |
| 1Y | +9.6% | +80.8% | -71.2% | -13.3% |
| 3Y | +75.2% | +143.4% | -68.3% | +20.0% |
| 5Y | +65.5% | +293.4% | -227.9% | -11.8% |
| 10Y | +246.4% | +1,080.4% | -834.0% | +5.7% |
| All | +246.4% | +1,072.4% | -825.9% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling