+701.6%
BE vs STLD
+476.3%
+225.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -4.3% |
| 7D | -12.1% | -3.9% | -8.2% | -9.7% |
| 30D | -30.1% | -0.4% | -29.7% | -29.8% |
| 3M | -12.1% | -9.2% | -2.9% | -6.9% |
| 6M | -30.6% | +5.0% | -35.5% | -34.8% |
| YTD | +130.6% | +42.8% | +87.8% | +74.4% |
| 1Y | +55.3% | +60.1% | -4.8% | +8.3% |
| 3Y | +1,755.6% | +123.5% | +1,632.1% | +872.0% |
| 5Y | +564.5% | +302.0% | +262.4% | +107.4% |
| All | +701.6% | +476.3% | +225.3% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling