+593.0%
BE vs STLD
+435.0%
+158.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +3.0% | +3.1% |
| 7D | -14.7% | -11.1% | -3.6% | -7.1% |
| 30D | -40.5% | -4.8% | -35.7% | -38.0% |
| 3M | -24.3% | -14.6% | -9.8% | -15.9% |
| 6M | -39.3% | -7.4% | -31.9% | -37.4% |
| YTD | +99.4% | +32.6% | +66.8% | +59.6% |
| 1Y | +26.6% | +47.3% | -20.7% | -6.1% |
| 3Y | +1,616.9% | +107.5% | +1,509.4% | +851.7% |
| 5Y | +441.4% | +268.8% | +172.5% | +80.5% |
| All | +593.0% | +435.0% | +158.0% | -7.0% |
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