+20.5%
XYZ vs STLD
+45.5%
-24.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | +12.1% | -11.1% | +23.3% | +14.4% |
| 30D | +12.4% | -4.8% | +17.2% | +13.0% |
| 3M | +8.2% | -14.6% | +22.7% | +10.7% |
| 6M | +20.7% | -7.4% | +28.1% | +19.7% |
| YTD | +31.3% | +32.6% | -1.2% | +15.5% |
| 1Y | +20.5% | +47.3% | -26.8% | -3.1% |
| All | +20.5% | +45.5% | -24.9% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling