+1,668.0%
XOM vs STLD
+8,177.9%
-6,509.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.2% |
| 7D | -8.3% | -9.7% | +1.4% | -6.1% |
| 30D | -2.5% | -4.5% | +2.0% | -1.5% |
| 3M | +8.3% | -13.1% | +21.4% | +11.4% |
| 6M | +15.5% | -2.8% | +18.2% | +15.1% |
| YTD | +39.6% | +35.3% | +4.3% | +27.9% |
| 1Y | +44.6% | +51.4% | -6.8% | +28.8% |
| 3Y | +76.6% | +117.9% | -41.4% | +41.1% |
| 5Y | +195.8% | +272.6% | -76.8% | +101.9% |
| 10Y | +191.6% | +782.2% | -590.6% | +56.8% |
| All | +1,668.0% | +8,177.9% | -6,509.9% | +472.3% |
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 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