+599.5%
XYZ vs STLD
+868.9%
-269.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.5% |
| 7D | +12.1% | -11.1% | +23.3% | +17.4% |
| 30D | +12.4% | -4.8% | +17.2% | +14.2% |
| 3M | +8.2% | -14.6% | +22.7% | +14.3% |
| 6M | +20.7% | -7.4% | +28.1% | +22.0% |
| YTD | +31.3% | +32.6% | -1.2% | +13.1% |
| 1Y | +20.5% | +47.3% | -26.8% | -0.9% |
| 3Y | +72.6% | +107.5% | -34.9% | +20.4% |
| 5Y | -64.0% | +268.8% | -332.8% | -80.1% |
| All | +599.5% | +868.9% | -269.4% | +181.9% |
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