+31.2%
BLK vs STLD
+294.9%
-263.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -2.7% | -2.8% | +0.1% | -1.9% |
| 30D | -4.8% | -10.4% | +5.6% | -2.0% |
| 3M | +6.5% | -10.6% | +17.1% | +9.3% |
| 6M | +13.2% | +32.7% | -19.5% | +2.8% |
| YTD | +1.8% | +42.8% | -41.0% | -9.8% |
| 1Y | -1.0% | +86.9% | -87.9% | -19.3% |
| 3Y | +66.0% | +143.8% | -77.9% | +21.4% |
| 5Y | +31.2% | +293.5% | -262.2% | -18.6% |
| All | +31.2% | +294.9% | -263.6% | -18.6% |
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 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