+82.0%
BN vs STLD
+135.5%
-53.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -2.5% | +3.1% | -5.6% | -3.7% |
| 30D | -9.5% | -9.0% | -0.5% | -6.6% |
| 3M | -10.4% | -12.4% | +2.0% | -6.5% |
| 6M | -6.4% | +25.5% | -31.9% | -15.8% |
| YTD | -11.9% | +43.6% | -55.5% | -25.5% |
| 1Y | -8.6% | +87.2% | -95.8% | -31.1% |
| All | +82.0% | +135.5% | -53.5% | +21.9% |
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