+42.4%
XLK vs STLD
+80.8%
-38.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.3% | -2.8% | +5.1% | +2.9% |
| 30D | +0.8% | -10.4% | +11.2% | +3.2% |
| 3M | +4.1% | -10.6% | +14.6% | +6.4% |
| 6M | +34.8% | +32.7% | +2.1% | +23.5% |
| YTD | +30.8% | +42.8% | -12.0% | +17.4% |
| 1Y | +42.4% | +86.9% | -44.6% | +21.1% |
| All | +42.4% | +80.8% | -38.4% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling