+14,645.6%
BLK vs STLD
+9,735.2%
+4,910.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +0.2% | -0.5% | +0.6% | +0.3% |
| 30D | +13.1% | -0.1% | +13.2% | +13.0% |
| 3M | +7.3% | -9.2% | +16.4% | +9.6% |
| 6M | +14.6% | +1.8% | +12.9% | +12.8% |
| YTD | +16.5% | +42.1% | -25.7% | +3.5% |
| 1Y | +15.4% | +58.5% | -43.2% | -0.6% |
| 3Y | +97.2% | +128.2% | -31.1% | +49.2% |
| 5Y | +43.4% | +288.2% | -244.9% | -10.1% |
| 10Y | +322.5% | +799.8% | -477.3% | +94.0% |
| All | +14,645.6% | +9,735.2% | +4,910.3% | +3,851.7% |
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