+45.3%
XOP vs STLD
+59.7%
-14.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -6.2% |
| 7D | -10.5% | -3.9% | -6.6% | -10.3% |
| 30D | -4.3% | -0.4% | -4.0% | -4.3% |
| 3M | +4.7% | -9.2% | +13.9% | +4.8% |
| 6M | -0.1% | +5.0% | -5.0% | +0.2% |
| YTD | +43.8% | +42.8% | +1.0% | +39.8% |
| 1Y | +45.3% | +60.1% | -14.8% | +40.3% |
| All | +45.3% | +59.7% | -14.4% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling