+28.4%
XLY vs STLD
+286.6%
-258.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | -4.2% | -8.9% | +4.7% | -1.9% |
| 3M | -2.7% | -14.0% | +11.3% | +0.9% |
| 6M | -0.6% | +30.8% | -31.5% | -9.4% |
| YTD | -5.0% | +42.3% | -47.3% | -16.0% |
| 1Y | -4.1% | +81.1% | -85.2% | -21.4% |
| 3Y | +33.6% | +149.2% | -115.6% | -2.5% |
| All | +28.4% | +286.6% | -258.2% | -21.6% |
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