+54.5%
BDX vs STLD
+50.3%
+4.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.5% |
| 7D | +8.4% | -9.7% | +18.0% | +9.0% |
| 30D | +17.1% | -4.5% | +21.7% | +17.2% |
| 3M | +22.4% | -13.1% | +35.5% | +23.5% |
| 6M | +45.9% | -2.8% | +48.7% | +44.1% |
| YTD | +43.8% | +35.3% | +8.5% | +29.2% |
| All | +54.5% | +50.3% | +4.2% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling