+169.4%
XLV vs STLD
+1,131.4%
-962.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.6% | -0.9% | -2.6% | -3.4% |
| 30D | -1.8% | -8.9% | +7.1% | -0.4% |
| 3M | +7.8% | -14.0% | +21.8% | +10.2% |
| 6M | +9.1% | +30.8% | -21.7% | +3.4% |
| YTD | +7.7% | +42.3% | -34.5% | +0.3% |
| 1Y | +20.4% | +81.1% | -60.7% | +7.2% |
| 3Y | +30.8% | +149.2% | -118.4% | +7.6% |
| 5Y | +34.6% | +292.9% | -258.3% | -2.0% |
| All | +169.4% | +1,131.4% | -962.1% | +41.3% |
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