+25.6%
BIL vs STLD
+868.9%
-843.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | -11.1% | +10.9% | -0.3% |
| 30D | 0.0% | -4.8% | +4.8% | 0.0% |
| 3M | +0.6% | -14.6% | +15.2% | +0.6% |
| 6M | +1.5% | -7.4% | +8.9% | +1.5% |
| YTD | +2.8% | +32.6% | -29.8% | +2.8% |
| 1Y | +3.3% | +47.3% | -44.0% | +3.4% |
| 3Y | +13.5% | +107.5% | -94.1% | +13.5% |
| 5Y | +19.8% | +268.8% | -249.1% | +19.8% |
| All | +25.6% | +868.9% | -843.3% | +25.8% |
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