+25.1%
BDX vs STLD
+119.8%
-94.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.4% |
| 7D | +2.9% | +2.9% | 0.0% | +2.5% |
| 30D | +15.4% | -5.6% | +21.0% | +16.0% |
| 3M | +20.5% | -11.7% | +32.2% | +22.0% |
| 6M | +53.2% | -2.8% | +56.0% | +52.4% |
| YTD | +45.7% | +36.4% | +9.2% | +36.4% |
| 1Y | +47.3% | +50.0% | -2.7% | +35.9% |
| 3Y | +25.1% | +122.3% | -97.3% | +10.8% |
| All | +25.1% | +119.8% | -94.8% | +10.8% |
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 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