+72.9%
XOM vs STLD
+105.6%
-32.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -11.4% | -11.1% | -0.3% | -9.8% |
| 30D | +1.1% | -4.8% | +5.9% | +1.8% |
| 3M | +7.8% | -14.6% | +22.4% | +10.3% |
| 6M | +13.0% | -7.4% | +20.4% | +13.8% |
| YTD | +40.6% | +32.6% | +8.0% | +31.6% |
| 1Y | +49.1% | +47.3% | +1.7% | +36.3% |
| 3Y | +72.9% | +107.5% | -34.6% | +41.9% |
| All | +72.9% | +105.6% | -32.7% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling