+9,659.0%
BN vs STLD
+8,684.3%
+974.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -2.5% | +3.1% | -5.6% | -3.3% |
| 30D | -9.5% | -9.0% | -0.5% | -7.4% |
| 3M | -10.4% | -12.4% | +2.0% | -7.7% |
| 6M | -6.4% | +25.5% | -31.9% | -12.5% |
| YTD | -11.9% | +43.6% | -55.5% | -20.9% |
| 1Y | -8.6% | +87.2% | -95.8% | -23.7% |
| 3Y | +77.6% | +135.2% | -57.7% | +38.0% |
| 5Y | +37.0% | +290.9% | -253.8% | -9.3% |
| 10Y | +266.4% | +1,113.5% | -847.1% | +72.2% |
| All | +9,659.0% | +8,684.3% | +974.7% | +2,414.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling