+1,008.9%
BE vs STLD
+475.4%
+533.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.4% | +10.1% |
| 7D | +29.8% | +2.7% | +27.1% | +27.1% |
| 30D | +26.4% | -8.4% | +34.8% | +33.3% |
| 3M | +9.3% | -9.9% | +19.2% | +14.1% |
| 6M | +105.1% | +33.0% | +72.0% | +63.1% |
| YTD | +219.0% | +42.6% | +176.5% | +141.8% |
| 1Y | +418.8% | +80.8% | +338.0% | +234.9% |
| 3Y | +1,784.6% | +143.4% | +1,641.1% | +824.5% |
| 5Y | +1,251.0% | +293.4% | +957.6% | +329.2% |
| All | +1,008.9% | +475.4% | +533.5% | +40.9% |
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 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