+2,540.4%
BHP vs STLD
+8,008.3%
-5,467.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +0.9% | -11.1% | +12.0% | +5.7% |
| 30D | -6.3% | -4.8% | -1.5% | -4.5% |
| 3M | -7.1% | -14.6% | +7.4% | -1.8% |
| 6M | -3.2% | -7.4% | +4.2% | -1.3% |
| YTD | +37.9% | +32.6% | +5.3% | +21.1% |
| 1Y | +49.7% | +47.3% | +2.4% | +25.9% |
| 3Y | +51.7% | +107.5% | -55.9% | +6.5% |
| 5Y | +122.0% | +268.8% | -146.8% | +17.9% |
| 10Y | +382.4% | +883.3% | -500.9% | +58.4% |
| All | +2,540.4% | +8,008.3% | -5,467.9% | +316.1% |
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 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