+14,604.7%
BLK vs STLD
+9,341.8%
+5,262.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +1.4% |
| 7D | +3.7% | +2.9% | +0.8% | +2.8% |
| 30D | +13.9% | -5.6% | +19.4% | +15.6% |
| 3M | +3.9% | -11.7% | +15.6% | +7.0% |
| 6M | +13.0% | -2.8% | +15.8% | +12.7% |
| YTD | +16.1% | +36.4% | -20.3% | +4.5% |
| 1Y | +16.8% | +50.0% | -33.2% | +2.2% |
| 3Y | +97.7% | +122.3% | -24.6% | +50.6% |
| 5Y | +42.1% | +273.2% | -231.1% | -9.9% |
| 10Y | +321.3% | +763.8% | -442.5% | +95.7% |
| All | +14,604.7% | +9,341.8% | +5,262.9% | +3,886.3% |
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