+566.3%
XLP vs STLD
+13,192.0%
-12,625.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +3.7% |
| 7D | +5.9% | -3.9% | +9.8% | +6.3% |
| 30D | +13.5% | -0.4% | +13.8% | +13.4% |
| 3M | +8.4% | -9.2% | +17.6% | +9.3% |
| 6M | +11.5% | +5.0% | +6.6% | +10.5% |
| YTD | +20.6% | +42.8% | -22.2% | +15.3% |
| 1Y | +24.3% | +60.1% | -35.8% | +17.3% |
| 3Y | +45.1% | +123.5% | -78.4% | +30.2% |
| 5Y | +44.6% | +302.0% | -257.4% | +19.5% |
| 10Y | +133.1% | +959.3% | -826.2% | +66.4% |
| All | +566.3% | +13,192.0% | -12,625.7% | +234.1% |
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