+30.3%
BN vs STLD
+255.4%
-225.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +5.3% | -11.1% | +16.5% | +9.5% |
| 30D | +11.9% | -4.8% | +16.7% | +13.5% |
| 3M | -5.7% | -14.6% | +8.8% | -1.3% |
| 6M | -10.6% | -7.4% | -3.2% | -9.6% |
| YTD | -9.4% | +32.6% | -41.9% | -20.1% |
| 1Y | -8.8% | +47.3% | -56.1% | -22.6% |
| 3Y | +95.6% | +107.5% | -11.9% | +43.7% |
| All | +30.3% | +255.4% | -225.1% | -20.3% |
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 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