+290.2%
BN vs STLD
+761.4%
-471.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.5% |
| 7D | -1.0% | +2.9% | -3.9% | -2.0% |
| 30D | +14.0% | -5.6% | +19.5% | +16.0% |
| 3M | -9.0% | -11.7% | +2.7% | -5.7% |
| 6M | -8.8% | -2.8% | -6.1% | -9.3% |
| YTD | -10.3% | +36.4% | -46.7% | -21.8% |
| 1Y | -5.8% | +50.0% | -55.8% | -20.8% |
| 3Y | +94.8% | +122.3% | -27.5% | +38.7% |
| 5Y | +31.5% | +273.2% | -241.7% | -25.7% |
| All | +290.2% | +761.4% | -471.2% | +46.4% |
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