+3.3%
XLU vs STLD
+84.3%
-81.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -1.2% | -3.6% | +2.5% | -1.1% |
| 30D | -2.5% | -10.1% | +7.5% | -2.3% |
| 3M | -2.7% | -11.4% | +8.7% | -2.7% |
| 6M | -7.5% | +30.8% | -38.3% | -8.1% |
| YTD | +0.9% | +40.7% | -39.7% | -0.5% |
| 1Y | +3.3% | +80.8% | -77.5% | +4.1% |
| All | +3.3% | +84.3% | -81.0% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling