+68.5%
BMY vs STLD
+868.9%
-800.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | -0.5% | -11.1% | +10.6% | +0.9% |
| 30D | +4.1% | -4.8% | +8.9% | +4.6% |
| 3M | -2.1% | -14.6% | +12.4% | -0.5% |
| 6M | +12.2% | -7.4% | +19.6% | +12.7% |
| YTD | +20.3% | +32.6% | -12.2% | +15.1% |
| 1Y | +39.2% | +47.3% | -8.1% | +31.3% |
| 3Y | +35.6% | +107.5% | -72.0% | +20.1% |
| 5Y | +28.6% | +268.8% | -240.3% | +0.9% |
| All | +68.5% | +868.9% | -800.4% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling