+1,117.4%
XLI vs STLD
+13,267.4%
-12,150.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -1.1% | +3.1% | -4.2% | -1.9% |
| 30D | -5.9% | -9.0% | +3.0% | -3.8% |
| 3M | -0.3% | -12.4% | +12.1% | +2.7% |
| 6M | +0.1% | +25.5% | -25.4% | -6.4% |
| YTD | +13.6% | +43.6% | -30.0% | +2.3% |
| 1Y | +17.2% | +87.2% | -70.0% | -1.8% |
| 3Y | +68.2% | +135.2% | -67.0% | +30.2% |
| 5Y | +80.7% | +290.9% | -210.1% | +18.5% |
| 10Y | +253.3% | +1,113.5% | -860.2% | +64.2% |
| All | +1,117.4% | +13,267.4% | -12,150.0% | +175.4% |
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