+82.5%
XOP vs STLD
+2,520.9%
-2,438.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | 0.0% |
| 7D | +2.6% | +3.1% | -0.6% | +0.8% |
| 30D | +15.4% | -9.0% | +24.4% | +20.4% |
| 3M | +12.1% | -12.4% | +24.4% | +18.1% |
| 6M | +19.7% | +25.5% | -5.8% | +2.6% |
| YTD | +52.4% | +43.6% | +8.8% | +21.1% |
| 1Y | +47.6% | +87.2% | -39.6% | +0.9% |
| 3Y | +34.4% | +135.2% | -100.9% | -21.9% |
| 5Y | +154.4% | +290.9% | -136.5% | +4.9% |
| 10Y | +54.7% | +1,113.5% | -1,058.8% | -66.9% |
| All | +82.5% | +2,520.9% | -2,438.4% | -80.1% |
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