+1,611.5%
XOM vs STLD
+8,684.3%
-7,072.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | +1.8% | +3.1% | -1.4% | +1.0% |
| 30D | +5.9% | -9.0% | +14.8% | +7.9% |
| 3M | +5.6% | -12.4% | +17.9% | +8.3% |
| 6M | +7.9% | +25.5% | -17.6% | +0.9% |
| YTD | +35.2% | +43.6% | -8.4% | +22.4% |
| 1Y | +46.0% | +87.2% | -41.2% | +23.6% |
| 3Y | +55.0% | +135.2% | -80.2% | +21.7% |
| 5Y | +246.3% | +290.9% | -44.6% | +133.9% |
| 10Y | +181.0% | +1,113.5% | -932.5% | +41.2% |
| All | +1,611.5% | +8,684.3% | -7,072.8% | +447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling