-63.9%
XYZ vs STLD
+255.4%
-319.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.5% |
| 7D | +12.1% | -11.1% | +23.3% | +18.7% |
| 30D | +12.4% | -4.8% | +17.2% | +14.6% |
| 3M | +8.2% | -14.6% | +22.7% | +15.8% |
| 6M | +20.7% | -7.4% | +28.1% | +21.9% |
| YTD | +31.3% | +32.6% | -1.2% | +6.9% |
| 1Y | +20.5% | +47.3% | -26.8% | -7.8% |
| 3Y | +72.6% | +107.5% | -34.9% | +3.1% |
| All | -63.9% | +255.4% | -319.3% | -87.2% |
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 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