+53.4%
XOM vs STLD
+141.4%
-88.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | -2.4% | +2.7% | -5.0% | -2.8% |
| 30D | +5.7% | -8.4% | +14.1% | +7.0% |
| 3M | +6.6% | -9.9% | +16.4% | +8.0% |
| 6M | +7.7% | +33.0% | -25.4% | +1.3% |
| YTD | +36.2% | +42.6% | -6.4% | +26.2% |
| 1Y | +50.5% | +80.8% | -30.3% | +32.2% |
| 3Y | +53.4% | +143.4% | -90.1% | +23.3% |
| All | +53.4% | +141.4% | -88.1% | +23.3% |
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