+2,145.3%
BDX vs STLD
+8,008.3%
-5,863.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | +7.1% | -11.1% | +18.2% | +8.6% |
| 30D | +17.6% | -4.8% | +22.4% | +18.2% |
| 3M | +20.4% | -14.6% | +34.9% | +22.4% |
| 6M | +48.3% | -7.4% | +55.7% | +48.8% |
| YTD | +41.6% | +32.6% | +9.0% | +35.4% |
| 1Y | +55.7% | +47.3% | +8.4% | +46.9% |
| 3Y | +10.6% | +107.5% | -96.9% | -1.2% |
| 5Y | +24.0% | +268.8% | -244.8% | +1.0% |
| 10Y | +84.8% | +883.3% | -798.5% | +26.8% |
| All | +2,145.3% | +8,008.3% | -5,863.0% | +831.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling