-19.9%
BKNG vs STLD
+84.3%
-104.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -10.7% | -3.6% | -7.0% | -10.5% |
| 30D | -18.1% | -10.1% | -8.0% | -17.9% |
| 3M | +8.5% | -11.4% | +20.0% | +8.8% |
| 6M | -0.1% | +30.8% | -30.9% | -3.0% |
| YTD | -18.2% | +40.7% | -58.9% | -21.7% |
| 1Y | -19.9% | +80.8% | -100.6% | -23.6% |
| All | -19.9% | +84.3% | -104.1% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling