+128.8%
XRT vs STLD
+1,105.0%
-976.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | +0.8% | +3.1% | -2.3% | -0.4% |
| 30D | -4.2% | -9.0% | +4.8% | -1.3% |
| 3M | +5.1% | -12.4% | +17.5% | +9.1% |
| 6M | +2.4% | +25.5% | -23.1% | -6.9% |
| YTD | +3.2% | +43.6% | -40.4% | -11.1% |
| 1Y | +1.5% | +87.2% | -85.7% | -20.8% |
| 3Y | +40.6% | +135.2% | -94.7% | -2.0% |
| 5Y | -1.0% | +290.9% | -291.9% | -45.3% |
| All | +128.8% | +1,105.0% | -976.2% | -21.8% |
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 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