+217.7%
XLV vs STLD
+761.4%
-543.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +1.1% |
| 7D | +2.2% | +2.9% | -0.7% | +1.7% |
| 30D | +8.6% | -5.6% | +14.1% | +9.5% |
| 3M | +12.6% | -11.7% | +24.3% | +14.5% |
| 6M | +29.8% | -2.8% | +32.6% | +29.5% |
| YTD | +23.5% | +36.4% | -12.9% | +15.6% |
| 1Y | +25.7% | +50.0% | -24.3% | +15.7% |
| 3Y | +56.3% | +122.3% | -66.0% | +31.4% |
| 5Y | +53.1% | +273.2% | -220.1% | +12.7% |
| All | +217.7% | +761.4% | -543.7% | +91.5% |
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