+101.4%
XLP vs STLD
+1,105.0%
-1,003.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -1.0% | +3.1% | -4.2% | -1.4% |
| 30D | -0.9% | -9.0% | +8.1% | +0.1% |
| 3M | +3.8% | -12.4% | +16.2% | +5.2% |
| 6M | -1.7% | +25.5% | -27.2% | -4.9% |
| YTD | +10.3% | +43.6% | -33.4% | +4.8% |
| 1Y | +7.8% | +87.2% | -79.4% | -1.1% |
| 3Y | +27.2% | +135.2% | -108.0% | +11.3% |
| 5Y | +32.5% | +290.9% | -258.3% | +5.1% |
| All | +101.4% | +1,105.0% | -1,003.7% | +30.0% |
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