+135.9%
XLU vs STLD
+1,131.4%
-995.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -3.3% | -8.9% | +5.6% | -2.4% |
| 3M | -3.2% | -14.0% | +10.9% | -1.8% |
| 6M | -7.0% | +30.8% | -37.8% | -10.0% |
| YTD | +0.6% | +42.3% | -41.6% | -3.8% |
| 1Y | +2.4% | +81.1% | -78.7% | -4.8% |
| 3Y | +46.3% | +149.2% | -102.9% | +29.1% |
| 5Y | +44.0% | +292.9% | -248.9% | +17.5% |
| All | +135.9% | +1,131.4% | -995.6% | +53.5% |
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