-4.5%
XRT vs STLD
+274.1%
-278.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.4% |
| 7D | +1.7% | +2.9% | -1.2% | +0.8% |
| 30D | +7.5% | -5.6% | +13.1% | +9.1% |
| 3M | +2.2% | -11.7% | +13.9% | +5.5% |
| 6M | +14.7% | -2.8% | +17.4% | +13.9% |
| YTD | +7.5% | +36.4% | -29.0% | -5.9% |
| 1Y | +14.1% | +50.0% | -35.9% | -3.4% |
| 3Y | +58.8% | +122.3% | -63.5% | +13.3% |
| All | -4.5% | +274.1% | -278.5% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling