+423.1%
XLF vs STLD
+12,496.7%
-12,073.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.8% |
| 7D | +0.7% | -9.7% | +10.4% | +3.8% |
| 30D | +6.0% | -4.5% | +10.5% | +7.2% |
| 3M | +1.0% | -13.1% | +14.1% | +4.7% |
| 6M | +14.0% | -2.8% | +16.7% | +13.5% |
| YTD | +7.2% | +35.3% | -28.2% | -4.4% |
| 1Y | +11.6% | +51.4% | -39.8% | -3.9% |
| 3Y | +81.2% | +117.9% | -36.8% | +35.6% |
| 5Y | +57.9% | +272.6% | -214.7% | -4.1% |
| 10Y | +234.4% | +782.2% | -547.8% | +45.7% |
| All | +423.1% | +12,496.7% | -12,073.6% | +5.3% |
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 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