+599.6%
XYZ vs STLD
+1,105.0%
-505.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | -1.0% | +3.1% | -4.1% | -2.2% |
| 30D | -1.7% | -9.0% | +7.3% | +1.8% |
| 3M | +16.7% | -12.4% | +29.1% | +21.9% |
| 6M | +26.9% | +25.5% | +1.4% | +13.3% |
| YTD | +27.1% | +43.6% | -16.5% | +6.7% |
| 1Y | +9.3% | +87.2% | -77.9% | -18.3% |
| 3Y | +42.3% | +135.2% | -93.0% | -5.1% |
| 5Y | -69.3% | +290.9% | -360.2% | -83.4% |
| All | +599.6% | +1,105.0% | -505.5% | +144.2% |
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