+152.6%
XRT vs STLD
+779.4%
-626.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +2.9% |
| 7D | +2.5% | -9.7% | +12.1% | +6.0% |
| 30D | +10.3% | -4.5% | +14.9% | +11.8% |
| 3M | +2.4% | -13.1% | +15.5% | +6.6% |
| 6M | +10.0% | -2.8% | +12.7% | +9.3% |
| YTD | +9.5% | +35.3% | -25.8% | -4.2% |
| 1Y | +17.2% | +51.4% | -34.2% | -1.8% |
| 3Y | +62.0% | +117.9% | -56.0% | +15.3% |
| 5Y | -2.1% | +272.6% | -274.7% | -45.4% |
| 10Y | +152.6% | +782.2% | -629.6% | -11.2% |
| All | +152.6% | +779.4% | -626.8% | -11.2% |
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