+35.9%
BN vs STLD
+289.0%
-253.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -2.6% |
| 7D | +4.3% | -4.7% | +9.0% | +5.8% |
| 30D | +14.3% | -0.9% | +15.2% | +14.3% |
| 3M | -4.1% | -11.9% | +7.8% | -0.6% |
| 6M | -9.7% | +0.9% | -10.6% | -11.3% |
| YTD | -7.1% | +40.4% | -47.6% | -19.7% |
| 1Y | -7.4% | +56.6% | -64.0% | -23.1% |
| 3Y | +102.3% | +125.5% | -23.1% | +44.6% |
| 5Y | +35.9% | +292.8% | -256.9% | -18.8% |
| All | +35.9% | +289.0% | -253.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling