+67.8%
XLF vs STLD
+294.7%
-226.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | 0.0% | +3.1% | -3.1% | -0.8% |
| 30D | +0.2% | -9.0% | +9.2% | +2.3% |
| 3M | +11.7% | -12.4% | +24.1% | +14.8% |
| 6M | +13.8% | +25.5% | -11.7% | +6.2% |
| YTD | +7.0% | +43.6% | -36.6% | -4.0% |
| 1Y | +9.1% | +87.2% | -78.0% | -9.2% |
| 3Y | +75.6% | +135.2% | -59.6% | +34.1% |
| All | +67.8% | +294.7% | -226.8% | +7.4% |
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