+25.7%
BIL vs STLD
+802.0%
-776.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | 0.0% | -0.1% | +0.1% | 0.0% |
| 3M | +0.6% | -9.2% | +9.8% | +0.6% |
| 6M | +1.5% | +1.8% | -0.2% | +1.5% |
| YTD | +2.8% | +42.1% | -39.3% | +2.8% |
| 1Y | +3.3% | +58.5% | -55.2% | +3.4% |
| 3Y | +13.4% | +128.2% | -114.8% | +13.4% |
| 5Y | +19.8% | +288.2% | -268.4% | +19.9% |
| 10Y | +25.7% | +799.8% | -774.1% | +25.8% |
| All | +25.7% | +802.0% | -776.3% | +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