+15.5%
BND vs STLD
+1,072.4%
-1,056.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.1% | +2.7% | -2.5% | +0.1% |
| 30D | -0.4% | -8.4% | +8.1% | -0.3% |
| 3M | -0.2% | -9.9% | +9.6% | -0.2% |
| 6M | -1.2% | +33.0% | -34.2% | -1.2% |
| YTD | -0.3% | +42.6% | -42.9% | -0.4% |
| 1Y | +0.4% | +80.8% | -80.4% | +0.3% |
| 3Y | +13.4% | +143.4% | -130.0% | +13.2% |
| 5Y | -1.5% | +293.4% | -294.9% | -1.7% |
| 10Y | +15.5% | +1,080.4% | -1,065.0% | +13.8% |
| All | +15.5% | +1,072.4% | -1,056.9% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling