+43.1%
BMY vs STLD
+127.2%
-84.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | -1.3% | +6.9% | -8.1% | -1.6% |
| 30D | +10.0% | -1.5% | +11.4% | +10.0% |
| 3M | -1.2% | -9.7% | +8.5% | -0.8% |
| 6M | +12.8% | +2.3% | +10.5% | +12.4% |
| YTD | +20.7% | +41.0% | -20.3% | +18.0% |
| 1Y | +32.6% | +51.8% | -19.2% | +29.3% |
| All | +43.1% | +127.2% | -84.0% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling