+254.2%
XOM vs STLD
+291.8%
-37.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | -2.4% | +2.7% | -5.0% | -2.9% |
| 30D | +5.7% | -8.4% | +14.1% | +7.4% |
| 3M | +6.6% | -9.9% | +16.4% | +8.4% |
| 6M | +7.7% | +33.0% | -25.4% | -0.3% |
| YTD | +36.2% | +42.6% | -6.4% | +23.9% |
| 1Y | +50.5% | +80.8% | -30.3% | +28.7% |
| 3Y | +53.4% | +143.4% | -90.1% | +18.5% |
| 5Y | +254.2% | +293.4% | -39.2% | +140.7% |
| All | +254.2% | +291.8% | -37.6% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling