+285.2%
BN vs STLD
+779.4%
-494.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.8% | +3.1% |
| 7D | +3.6% | -9.7% | +13.3% | +7.3% |
| 30D | +15.9% | -4.5% | +20.4% | +17.5% |
| 3M | -2.3% | -13.1% | +10.7% | +1.9% |
| 6M | -8.4% | -2.8% | -5.7% | -8.9% |
| YTD | -5.9% | +35.3% | -41.2% | -17.6% |
| 1Y | -5.6% | +51.4% | -57.0% | -20.8% |
| 3Y | +104.2% | +117.9% | -13.7% | +46.7% |
| 5Y | +35.5% | +272.6% | -237.1% | -23.2% |
| 10Y | +285.2% | +782.2% | -497.0% | +45.3% |
| All | +285.2% | +779.4% | -494.2% | +45.3% |
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