+899.8%
XLV vs STLD
+13,170.8%
-12,270.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -2.6% | +2.7% | -5.3% | -3.0% |
| 30D | +0.9% | -8.4% | +9.3% | +2.1% |
| 3M | +10.0% | -9.9% | +19.8% | +11.3% |
| 6M | +10.4% | +33.0% | -22.6% | +5.1% |
| YTD | +8.9% | +42.6% | -33.7% | +2.4% |
| 1Y | +23.4% | +80.8% | -57.4% | +11.7% |
| 3Y | +33.1% | +143.4% | -110.3% | +13.4% |
| 5Y | +33.3% | +293.4% | -260.1% | +3.1% |
| 10Y | +170.8% | +1,080.4% | -909.6% | +69.1% |
| All | +899.8% | +13,170.8% | -12,270.9% | +266.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling