+91.0%
BKNG vs STLD
+294.9%
-203.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.8% |
| 7D | -13.1% | -2.8% | -10.3% | -12.5% |
| 30D | -18.5% | -10.4% | -8.1% | -16.7% |
| 3M | +5.8% | -10.6% | +16.3% | +7.9% |
| 6M | -2.1% | +32.7% | -34.8% | -9.7% |
| YTD | -18.6% | +42.8% | -61.5% | -26.8% |
| 1Y | -21.7% | +86.9% | -108.6% | -34.6% |
| 3Y | +40.9% | +143.8% | -102.9% | +6.7% |
| 5Y | +91.0% | +293.5% | -202.5% | +23.2% |
| All | +91.0% | +294.9% | -203.9% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling