+188.5%
XOM vs STLD
+804.7%
-616.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -3.9% | -1.4% |
| 7D | -7.3% | -4.7% | -2.7% | -6.0% |
| 30D | -2.6% | -0.9% | -1.7% | -2.5% |
| 3M | +3.6% | -11.9% | +15.5% | +7.1% |
| 6M | +15.3% | +0.9% | +14.4% | +13.2% |
| YTD | +39.4% | +40.4% | -1.0% | +21.4% |
| 1Y | +43.2% | +56.6% | -13.4% | +19.9% |
| 3Y | +74.9% | +125.5% | -50.5% | +23.9% |
| 5Y | +201.3% | +292.8% | -91.6% | +62.0% |
| 10Y | +188.5% | +787.1% | -598.6% | +7.1% |
| All | +188.5% | +804.7% | -616.2% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling