+1,472.6%
XLK vs STLD
+13,267.4%
-11,794.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | +0.9% | +3.1% | -2.3% | 0.0% |
| 30D | +0.7% | -9.0% | +9.7% | +2.9% |
| 3M | -2.9% | -12.4% | +9.4% | -0.3% |
| 6M | +34.3% | +25.5% | +8.7% | +25.9% |
| YTD | +30.4% | +43.6% | -13.2% | +17.9% |
| 1Y | +43.4% | +87.2% | -43.8% | +21.0% |
| 3Y | +116.8% | +135.2% | -18.4% | +70.3% |
| 5Y | +144.0% | +290.9% | -146.8% | +64.2% |
| 10Y | +778.8% | +1,113.5% | -334.7% | +318.4% |
| All | +1,472.6% | +13,267.4% | -11,794.8% | +192.7% |
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