+56.3%
XLV vs STLD
+119.8%
-63.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.9% |
| 7D | +2.2% | +2.9% | -0.7% | +1.9% |
| 30D | +8.6% | -5.6% | +14.1% | +9.1% |
| 3M | +12.6% | -11.7% | +24.3% | +13.9% |
| 6M | +29.8% | -2.8% | +32.6% | +29.5% |
| YTD | +23.5% | +36.4% | -12.9% | +17.6% |
| 1Y | +25.7% | +50.0% | -24.3% | +18.3% |
| 3Y | +56.3% | +122.3% | -66.0% | +40.9% |
| All | +56.3% | +119.8% | -63.5% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling