+50.2%
XOP vs STLD
+1,072.4%
-1,022.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +0.6% | +2.7% | -2.0% | -0.9% |
| 30D | +16.5% | -8.4% | +25.0% | +21.2% |
| 3M | +15.7% | -9.9% | +25.6% | +20.2% |
| 6M | +19.2% | +33.0% | -13.8% | -1.2% |
| YTD | +55.0% | +42.6% | +12.4% | +22.7% |
| 1Y | +54.2% | +80.8% | -26.6% | +6.1% |
| 3Y | +35.9% | +143.4% | -107.6% | -24.8% |
| 5Y | +162.4% | +293.4% | -131.0% | -1.0% |
| 10Y | +50.2% | +1,080.4% | -1,030.3% | -72.5% |
| All | +50.2% | +1,072.4% | -1,022.2% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling