+634.6%
XYZ vs STLD
+804.7%
-170.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.8% | -7.1% | -4.9% |
| 7D | +12.6% | -4.7% | +17.3% | +14.5% |
| 30D | +10.8% | -0.9% | +11.7% | +10.7% |
| 3M | +8.4% | -11.9% | +20.2% | +13.1% |
| 6M | +14.3% | +0.9% | +13.4% | +11.5% |
| YTD | +31.5% | +40.4% | -8.9% | +10.2% |
| 1Y | +28.1% | +56.6% | -28.5% | +2.4% |
| 3Y | +66.2% | +125.5% | -59.3% | +11.4% |
| 5Y | -62.3% | +292.8% | -355.2% | -80.0% |
| 10Y | +634.6% | +787.1% | -152.5% | +156.5% |
| All | +634.6% | +804.7% | -170.1% | +156.5% |
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