+668.0%
BE vs STLD
+450.7%
+217.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -2.7% |
| 7D | +10.8% | +2.9% | +7.9% | +8.8% |
| 30D | -19.8% | -5.6% | -14.2% | -15.8% |
| 3M | -18.7% | -11.7% | -7.0% | -11.5% |
| 6M | -33.7% | -2.8% | -31.0% | -34.0% |
| YTD | +121.0% | +36.4% | +84.5% | +73.6% |
| 1Y | +85.4% | +50.0% | +35.4% | +35.7% |
| 3Y | +1,709.5% | +122.3% | +1,587.2% | +856.8% |
| 5Y | +462.2% | +273.2% | +189.0% | +86.0% |
| All | +668.0% | +450.7% | +217.3% | +1.1% |
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