+570.5%
XYZ vs STLD
+1,583.9%
-1,013.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.0% | +18.3% | +16.5% |
| 7D | +16.5% | -3.9% | +20.5% | +18.2% |
| 30D | +15.0% | -0.4% | +15.3% | +14.8% |
| 3M | +3.5% | -9.2% | +12.7% | +6.7% |
| 6M | +21.9% | +5.0% | +16.9% | +17.1% |
| YTD | +34.6% | +42.8% | -8.2% | +13.0% |
| 1Y | +20.7% | +60.1% | -39.3% | -3.5% |
| 3Y | +80.0% | +123.5% | -43.4% | +23.0% |
| 5Y | -64.6% | +302.0% | -366.6% | -80.8% |
| 10Y | +619.5% | +959.3% | -339.8% | +149.8% |
| All | +570.5% | +1,583.9% | -1,013.4% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling