+1,846.2%
BDX vs STLD
+8,684.3%
-6,838.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -2.5% | +3.1% | -5.7% | -2.9% |
| 30D | +8.3% | -9.0% | +17.2% | +9.4% |
| 3M | +24.4% | -12.4% | +36.8% | +26.1% |
| 6M | +9.2% | +25.5% | -16.3% | +5.5% |
| YTD | +22.7% | +43.6% | -20.9% | +16.4% |
| 1Y | +25.9% | +87.2% | -61.3% | +15.3% |
| 3Y | -10.5% | +135.2% | -145.7% | -21.2% |
| 5Y | +1.9% | +290.9% | -289.0% | -17.6% |
| 10Y | +58.7% | +1,113.5% | -1,054.8% | +6.2% |
| All | +1,846.2% | +8,684.3% | -6,838.1% | +700.9% |
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