+64.1%
XLI vs STLD
+255.4%
-191.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -2.8% | -11.1% | +8.3% | +0.2% |
| 30D | -3.1% | -4.8% | +1.7% | -1.9% |
| 3M | -11.7% | -14.6% | +2.8% | -8.4% |
| 6M | -7.6% | -7.4% | -0.1% | -6.5% |
| YTD | +5.7% | +32.6% | -26.9% | -3.6% |
| 1Y | +7.8% | +47.3% | -39.5% | -4.6% |
| 3Y | +67.4% | +107.5% | -40.1% | +31.8% |
| All | +64.1% | +255.4% | -191.3% | +8.4% |
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