+99.1%
XLK vs STLD
+115.4%
-16.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.1% |
| 7D | -1.9% | -9.7% | +7.7% | +1.1% |
| 30D | -14.0% | -4.5% | -9.5% | -12.8% |
| 3M | -9.0% | -13.1% | +4.1% | -5.4% |
| 6M | -2.4% | -2.8% | +0.3% | -2.7% |
| YTD | +19.1% | +35.3% | -16.2% | +5.9% |
| 1Y | +19.2% | +51.4% | -32.2% | +1.9% |
| 3Y | +99.1% | +117.9% | -18.9% | +51.3% |
| All | +99.1% | +115.4% | -16.3% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling