+34.9%
XLV vs STLD
+284.4%
-249.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -4.4% | -3.6% | -0.7% | -3.9% |
| 30D | -1.4% | -10.1% | +8.7% | -0.1% |
| 3M | +8.9% | -11.4% | +20.3% | +10.3% |
| 6M | +9.1% | +30.8% | -21.7% | +4.5% |
| YTD | +7.9% | +40.7% | -32.7% | +2.2% |
| 1Y | +22.7% | +80.8% | -58.0% | +12.0% |
| 3Y | +31.9% | +140.2% | -108.2% | +13.8% |
| 5Y | +34.9% | +288.5% | -253.6% | +5.6% |
| All | +34.9% | +284.4% | -249.6% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling