+1,580.2%
BE vs STLD
+144.6%
+1,435.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +8.2% |
| 7D | +20.0% | +3.1% | +16.8% | +17.9% |
| 30D | +7.9% | -9.0% | +16.9% | +13.0% |
| 3M | -13.2% | -12.4% | -0.8% | -8.2% |
| 6M | +53.5% | +25.5% | +28.0% | +31.2% |
| YTD | +191.0% | +43.6% | +147.4% | +130.5% |
| 1Y | +360.5% | +87.2% | +273.3% | +218.1% |
| All | +1,580.2% | +144.6% | +1,435.6% | +862.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling