+415.6%
XLF vs STLD
+12,238.8%
-11,823.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | +1.2% | -11.1% | +12.3% | +4.7% |
| 30D | +6.3% | -4.8% | +11.1% | +7.7% |
| 3M | -0.8% | -14.6% | +13.8% | +3.4% |
| 6M | +11.0% | -7.4% | +18.4% | +12.2% |
| YTD | +5.6% | +32.6% | -26.9% | -5.1% |
| 1Y | +10.8% | +47.3% | -36.5% | -3.8% |
| 3Y | +77.8% | +107.5% | -29.7% | +35.0% |
| 5Y | +55.6% | +268.8% | -213.2% | -5.2% |
| 10Y | +252.5% | +883.3% | -630.8% | +48.8% |
| All | +415.6% | +12,238.8% | -11,823.1% | +4.4% |
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 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