+53.3%
XRT vs STLD
+104.7%
-51.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | -0.8% |
| 7D | +2.3% | -12.5% | +14.8% | +6.0% |
| 30D | +9.8% | -6.8% | +16.6% | +11.7% |
| 3M | -0.2% | -16.4% | +16.2% | +4.4% |
| 6M | +8.4% | -6.1% | +14.5% | +8.6% |
| YTD | +7.5% | +32.0% | -24.4% | -4.4% |
| 1Y | +13.2% | +45.5% | -32.3% | -2.8% |
| All | +53.3% | +104.7% | -51.4% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling