+53.9%
BDX vs STLD
+1,072.4%
-1,018.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -3.0% |
| 7D | -4.3% | +2.7% | -6.9% | -4.6% |
| 30D | +1.3% | -8.4% | +9.7% | +2.3% |
| 3M | +20.2% | -9.9% | +30.1% | +21.5% |
| 6M | +8.6% | +33.0% | -24.4% | +3.8% |
| YTD | +19.0% | +42.6% | -23.6% | +12.5% |
| 1Y | +21.2% | +80.8% | -59.6% | +10.7% |
| 3Y | -9.7% | +143.4% | -153.1% | -21.6% |
| 5Y | -3.4% | +293.4% | -296.8% | -23.0% |
| 10Y | +53.9% | +1,080.4% | -1,026.5% | -0.8% |
| All | +53.9% | +1,072.4% | -1,018.5% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling