+892.4%
BKNG vs STLD
+9,287.8%
-8,395.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -6.0% | +3.1% | -9.2% | -6.9% |
| 30D | -6.6% | -9.0% | +2.4% | -4.3% |
| 3M | +15.7% | -12.4% | +28.1% | +19.4% |
| 6M | +14.1% | +25.5% | -11.4% | +4.8% |
| YTD | -9.3% | +43.6% | -53.0% | -20.6% |
| 1Y | -12.8% | +87.2% | -99.9% | -30.0% |
| 3Y | +58.4% | +135.2% | -76.8% | +15.2% |
| 5Y | +114.1% | +290.9% | -176.7% | +27.2% |
| 10Y | +246.8% | +1,113.5% | -866.6% | +32.6% |
| All | +892.4% | +9,287.8% | -8,395.4% | +16.3% |
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