+47.6%
XOP vs STLD
+89.3%
-41.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | +2.6% | +3.1% | -0.6% | +2.4% |
| 30D | +15.4% | -9.0% | +24.4% | +16.0% |
| 3M | +12.1% | -12.4% | +24.4% | +12.9% |
| 6M | +19.7% | +25.5% | -5.8% | +18.0% |
| YTD | +52.4% | +43.6% | +8.8% | +45.2% |
| 1Y | +47.6% | +87.2% | -39.6% | +32.9% |
| All | +47.6% | +89.3% | -41.7% | +32.9% |
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