+38.6%
XRT vs STLD
+135.5%
-96.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +0.8% | +3.1% | -2.3% | -0.2% |
| 30D | -4.2% | -9.0% | +4.8% | -1.7% |
| 3M | +4.9% | -12.4% | +17.2% | +8.5% |
| 6M | +1.9% | +25.5% | -23.6% | -6.6% |
| YTD | +2.7% | +43.6% | -40.9% | -10.4% |
| 1Y | +0.7% | +87.2% | -86.5% | -20.0% |
| All | +38.6% | +135.5% | -96.9% | -1.8% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling