+191.3%
XOM vs STLD
+1,092.9%
-901.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | 0.0% | -2.8% | +2.9% | +1.0% |
| 30D | +3.4% | -10.4% | +13.8% | +6.7% |
| 3M | +11.0% | -10.6% | +21.6% | +14.2% |
| 6M | +10.6% | +32.7% | -22.1% | -1.1% |
| YTD | +39.2% | +42.8% | -3.6% | +21.1% |
| 1Y | +52.7% | +86.9% | -34.2% | +20.5% |
| 3Y | +56.8% | +143.8% | -87.0% | +8.3% |
| 5Y | +261.8% | +293.5% | -31.7% | +96.0% |
| 10Y | +191.3% | +1,122.7% | -931.4% | -1.9% |
| All | +191.3% | +1,092.9% | -901.5% | -1.9% |
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 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