+643.4%
XLU vs STLD
+13,267.4%
-12,624.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +0.8% | +3.1% | -2.3% | +0.4% |
| 30D | -1.3% | -9.0% | +7.7% | -0.3% |
| 3M | -1.3% | -12.4% | +11.0% | +0.1% |
| 6M | -7.6% | +25.5% | -33.1% | -10.8% |
| YTD | +2.3% | +43.6% | -41.3% | -3.2% |
| 1Y | +5.8% | +87.2% | -81.4% | -3.5% |
| 3Y | +50.5% | +135.2% | -84.7% | +31.3% |
| 5Y | +44.1% | +290.9% | -246.8% | +14.7% |
| 10Y | +138.2% | +1,113.5% | -975.2% | +53.9% |
| All | +643.4% | +13,267.4% | -12,624.0% | +222.0% |
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