+42.7%
XLP vs STLD
+268.5%
-225.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.8% | -0.2% |
| 7D | +3.5% | -12.5% | +16.0% | +4.5% |
| 30D | +11.6% | -6.8% | +18.4% | +12.1% |
| 3M | +7.6% | -16.4% | +24.0% | +9.0% |
| 6M | +10.0% | -6.1% | +16.1% | +10.1% |
| YTD | +19.7% | +32.0% | -12.2% | +16.1% |
| 1Y | +23.5% | +45.5% | -22.1% | +18.7% |
| 3Y | +44.0% | +106.5% | -62.5% | +31.6% |
| 5Y | +42.7% | +267.2% | -224.5% | +18.9% |
| All | +42.7% | +268.5% | -225.8% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling