+45.6%
BMY vs STLD
+59.7%
-14.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.1% | +4.2% |
| 7D | +6.0% | -3.9% | +9.9% | +6.2% |
| 30D | +9.1% | -0.4% | +9.5% | +9.1% |
| 3M | -2.6% | -9.2% | +6.6% | -1.9% |
| 6M | +13.1% | +5.0% | +8.2% | +12.1% |
| YTD | +23.0% | +42.8% | -19.8% | +16.6% |
| 1Y | +45.6% | +60.1% | -14.5% | +29.0% |
| All | +45.6% | +59.7% | -14.1% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling