-64.6%
XYZ vs STLD
+268.5%
-333.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.6% | +3.5% | -0.3% |
| 7D | +9.2% | -12.5% | +21.7% | +16.5% |
| 30D | +9.8% | -6.8% | +16.6% | +13.2% |
| 3M | -0.2% | -16.4% | +16.2% | +8.1% |
| 6M | +18.0% | -6.1% | +24.1% | +18.1% |
| YTD | +29.1% | +32.0% | -2.9% | +5.4% |
| 1Y | +14.1% | +45.5% | -31.4% | -12.1% |
| 3Y | +72.6% | +106.5% | -33.9% | +3.4% |
| 5Y | -64.6% | +267.2% | -331.8% | -87.5% |
| All | -64.6% | +268.5% | -333.1% | -87.5% |
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 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