+59.0%
BMY vs STLD
+791.2%
-732.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.6% |
| 7D | +1.8% | -4.7% | +6.4% | +2.3% |
| 30D | +6.2% | -0.9% | +7.2% | +6.2% |
| 3M | -2.1% | -11.9% | +9.7% | -0.9% |
| 6M | +14.3% | +0.9% | +13.4% | +13.5% |
| YTD | +21.6% | +40.4% | -18.8% | +15.6% |
| 1Y | +38.8% | +56.6% | -17.8% | +30.2% |
| 3Y | +42.9% | +125.5% | -82.5% | +25.7% |
| 5Y | +30.1% | +292.8% | -262.8% | +1.9% |
| All | +59.0% | +791.2% | -732.2% | +9.6% |
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 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