+561.3%
XLP vs STLD
+12,183.2%
-11,621.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.8% | +0.1% |
| 7D | +3.5% | -12.5% | +16.0% | +4.9% |
| 30D | +11.6% | -6.8% | +18.4% | +12.3% |
| 3M | +7.6% | -16.4% | +24.0% | +9.5% |
| 6M | +10.0% | -6.1% | +16.1% | +10.3% |
| YTD | +19.7% | +32.0% | -12.2% | +15.4% |
| 1Y | +23.5% | +45.5% | -22.1% | +17.7% |
| 3Y | +44.0% | +106.5% | -62.5% | +30.3% |
| 5Y | +42.7% | +267.2% | -224.5% | +19.0% |
| 10Y | +131.3% | +878.9% | -747.5% | +66.5% |
| All | +561.3% | +12,183.2% | -11,621.9% | +234.3% |
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 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