+69.6%
BLK vs STLD
+141.4%
-71.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -2.4% | +2.7% | -5.1% | -3.2% |
| 30D | -3.1% | -8.4% | +5.3% | -1.0% |
| 3M | +10.7% | -9.9% | +20.5% | +13.3% |
| 6M | +15.9% | +33.0% | -17.2% | +5.5% |
| YTD | +4.0% | +42.6% | -38.6% | -7.5% |
| 1Y | +1.3% | +80.8% | -79.5% | -16.2% |
| 3Y | +69.6% | +143.4% | -73.9% | +27.6% |
| All | +69.6% | +141.4% | -71.9% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling