+10,028.6%
BN vs STLD
+7,971.8%
+2,056.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.6% | +4.5% | -1.1% |
| 7D | +5.7% | -12.5% | +18.2% | +9.4% |
| 30D | +12.0% | -6.8% | +18.8% | +13.9% |
| 3M | -6.1% | -16.4% | +10.3% | -2.1% |
| 6M | -8.6% | -6.1% | -2.5% | -8.0% |
| YTD | -8.5% | +32.0% | -40.5% | -16.3% |
| 1Y | -8.4% | +45.5% | -53.9% | -18.3% |
| 3Y | +92.3% | +106.5% | -14.2% | +54.3% |
| 5Y | +31.3% | +267.2% | -235.8% | -11.6% |
| 10Y | +280.5% | +878.9% | -598.4% | +88.3% |
| All | +10,028.6% | +7,971.8% | +2,056.8% | +2,560.1% |
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 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