+88.0%
BDX vs STLD
+779.4%
-691.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.3% |
| 7D | +8.4% | -9.7% | +18.0% | +9.7% |
| 30D | +17.1% | -4.5% | +21.7% | +17.7% |
| 3M | +22.4% | -13.1% | +35.5% | +24.3% |
| 6M | +45.9% | -2.8% | +48.7% | +45.5% |
| YTD | +43.8% | +35.3% | +8.5% | +36.6% |
| 1Y | +57.8% | +51.4% | +6.4% | +47.6% |
| 3Y | +25.4% | +117.9% | -92.6% | +10.3% |
| 5Y | +26.0% | +272.6% | -246.6% | +1.1% |
| 10Y | +88.0% | +782.2% | -694.2% | +42.7% |
| All | +88.0% | +779.4% | -691.4% | +42.7% |
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 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