+235.2%
XLI vs STLD
+779.4%
-544.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.2% |
| 7D | -0.5% | -9.7% | +9.2% | +2.7% |
| 30D | -0.2% | -4.5% | +4.3% | +1.2% |
| 3M | -8.6% | -13.1% | +4.5% | -4.9% |
| 6M | -2.0% | -2.8% | +0.8% | -2.2% |
| YTD | +9.7% | +35.3% | -25.6% | -2.2% |
| 1Y | +11.4% | +51.4% | -40.0% | -4.4% |
| 3Y | +74.2% | +117.9% | -43.7% | +28.8% |
| 5Y | +70.0% | +272.6% | -202.6% | -0.6% |
| 10Y | +235.2% | +782.2% | -546.9% | +31.9% |
| All | +235.2% | +779.4% | -544.1% | +31.9% |
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