+719.7%
XLK vs STLD
+761.4%
-41.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.1% |
| 7D | +3.4% | +2.9% | +0.4% | +2.5% |
| 30D | -10.6% | -5.6% | -5.0% | -9.1% |
| 3M | -10.6% | -11.7% | +1.1% | -7.7% |
| 6M | -3.5% | -2.8% | -0.7% | -3.6% |
| YTD | +18.7% | +36.4% | -17.7% | +6.8% |
| 1Y | +19.4% | +50.0% | -30.6% | +4.4% |
| 3Y | +94.5% | +122.3% | -27.9% | +48.7% |
| 5Y | +111.2% | +273.2% | -162.0% | +34.3% |
| All | +719.7% | +761.4% | -41.8% | +281.8% |
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