+43.8%
XLU vs STLD
+294.9%
-251.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +0.6% | -2.8% | +3.4% | +0.9% |
| 30D | -0.4% | -10.4% | +10.0% | +0.4% |
| 3M | -1.7% | -10.6% | +8.8% | -1.0% |
| 6M | -7.1% | +32.7% | -39.8% | -9.6% |
| YTD | +1.9% | +42.8% | -40.9% | -1.6% |
| 1Y | +6.1% | +86.9% | -80.8% | -0.1% |
| 3Y | +48.8% | +143.8% | -95.0% | +35.0% |
| 5Y | +43.8% | +293.5% | -249.7% | +22.6% |
| All | +43.8% | +294.9% | -251.1% | +22.6% |
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