+1,692.2%
BNY vs STLD
+8,684.3%
-6,992.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +1.4% | +3.1% | -1.7% | +0.4% |
| 30D | +3.8% | -9.0% | +12.8% | +6.7% |
| 3M | +14.9% | -12.4% | +27.3% | +19.0% |
| 6M | +40.3% | +25.5% | +14.8% | +29.3% |
| YTD | +43.9% | +43.6% | +0.3% | +26.5% |
| 1Y | +59.0% | +87.2% | -28.2% | +27.8% |
| 3Y | +290.7% | +135.2% | +155.5% | +184.1% |
| 5Y | +250.4% | +290.9% | -40.5% | +108.0% |
| 10Y | +411.2% | +1,113.5% | -702.3% | +99.5% |
| All | +1,692.2% | +8,684.3% | -6,992.1% | +216.3% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling