+721.3%
BKNG vs STLD
+8,819.3%
-8,097.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | 0.0% |
| 7D | -0.7% | +2.9% | -3.6% | -1.6% |
| 30D | -0.7% | -5.6% | +4.9% | +0.6% |
| 3M | -25.0% | -11.7% | -13.3% | -22.9% |
| 6M | +3.4% | -2.8% | +6.2% | +2.7% |
| YTD | -25.0% | +36.4% | -61.4% | -33.6% |
| 1Y | -20.7% | +50.0% | -70.7% | -31.9% |
| 3Y | +30.9% | +122.3% | -91.4% | -3.5% |
| 5Y | +66.6% | +273.2% | -206.6% | +0.2% |
| 10Y | +165.1% | +763.8% | -598.7% | +12.3% |
| All | +721.3% | +8,819.3% | -8,097.9% | -2.9% |
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