+641.7%
BE vs STLD
+466.7%
+175.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.1% | -6.9% |
| 7D | -13.4% | -4.7% | -8.7% | -9.9% |
| 30D | -33.9% | -0.9% | -32.9% | -33.0% |
| 3M | -12.0% | -11.9% | -0.1% | -4.2% |
| 6M | -29.0% | +0.9% | -29.9% | -31.1% |
| YTD | +113.4% | +40.4% | +73.0% | +64.2% |
| 1Y | +33.2% | +56.6% | -23.4% | -5.3% |
| 3Y | +1,659.2% | +125.5% | +1,533.7% | +820.2% |
| 5Y | +461.4% | +292.8% | +168.5% | +78.6% |
| All | +641.7% | +466.7% | +175.0% | -4.4% |
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