-5.8%
BN vs STLD
+46.8%
-52.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.9% |
| 7D | -1.0% | +2.9% | -3.9% | -1.6% |
| 30D | +14.0% | -5.6% | +19.5% | +15.1% |
| 3M | -9.0% | -11.7% | +2.7% | -6.6% |
| 6M | -8.8% | -2.8% | -6.1% | -9.7% |
| YTD | -10.3% | +36.4% | -46.7% | -21.6% |
| 1Y | -5.8% | +50.0% | -55.8% | -21.1% |
| All | -5.8% | +46.8% | -52.6% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling