+1,117.7%
XLY vs STLD
+13,170.8%
-12,053.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.5% | +2.7% | -3.2% | -1.2% |
| 30D | -4.9% | -8.4% | +3.5% | -3.1% |
| 3M | -1.0% | -9.9% | +8.8% | +0.8% |
| 6M | 0.0% | +33.0% | -33.0% | -7.5% |
| YTD | -4.2% | +42.6% | -46.7% | -13.1% |
| 1Y | -2.7% | +80.8% | -83.4% | -16.8% |
| 3Y | +38.4% | +143.4% | -105.0% | +8.5% |
| 5Y | +28.9% | +293.4% | -264.5% | -12.2% |
| 10Y | +214.7% | +1,080.4% | -865.7% | +55.5% |
| All | +1,117.7% | +13,170.8% | -12,053.0% | +188.9% |
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 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