+95.6%
BBY vs STLD
+115.4%
-19.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.1% | +4.6% | +6.0% |
| 7D | +10.5% | -9.7% | +20.2% | +14.0% |
| 30D | +22.1% | -4.5% | +26.7% | +23.6% |
| 3M | +31.0% | -13.1% | +44.1% | +36.1% |
| 6M | +83.2% | -2.8% | +86.0% | +81.2% |
| YTD | +65.1% | +35.3% | +29.7% | +40.8% |
| 1Y | +41.6% | +51.4% | -9.7% | +14.9% |
| 3Y | +95.6% | +117.9% | -22.3% | +34.7% |
| All | +95.6% | +115.4% | -19.8% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling