+925.7%
XLV vs STLD
+13,267.4%
-12,341.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | +0.2% | +3.1% | -3.0% | -0.3% |
| 30D | +4.4% | -9.0% | +13.4% | +5.8% |
| 3M | +13.2% | -12.4% | +25.6% | +15.1% |
| 6M | +10.1% | +25.5% | -15.4% | +5.8% |
| YTD | +11.7% | +43.6% | -31.9% | +5.0% |
| 1Y | +26.9% | +87.2% | -60.3% | +14.3% |
| 3Y | +35.0% | +135.2% | -100.3% | +15.6% |
| 5Y | +35.9% | +290.9% | -255.0% | +5.2% |
| 10Y | +179.0% | +1,113.5% | -934.5% | +73.5% |
| All | +925.7% | +13,267.4% | -12,341.7% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling