-3.0%
XLI vs STLD
-2.9%
-0.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.4% |
| 7D | -0.5% | -9.7% | +9.2% | +1.2% |
| 30D | -0.2% | -4.5% | +4.3% | +0.6% |
| 3M | -8.6% | -13.1% | +4.5% | -6.4% |
| All | -3.0% | -2.9% | -0.1% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling