+205.4%
XOM vs STLD
+761.4%
-556.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.5% |
| 7D | +2.8% | +2.9% | -0.1% | +1.8% |
| 30D | -3.6% | -5.6% | +1.9% | -2.1% |
| 3M | +8.2% | -11.7% | +20.0% | +11.8% |
| 6M | +14.0% | -2.8% | +16.8% | +13.3% |
| YTD | +44.6% | +36.4% | +8.2% | +27.0% |
| 1Y | +47.8% | +50.0% | -2.2% | +25.5% |
| 3Y | +79.6% | +122.3% | -42.7% | +27.6% |
| 5Y | +214.3% | +273.2% | -58.9% | +72.0% |
| All | +205.4% | +761.4% | -556.0% | +15.5% |
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