+316.9%
BNY vs STLD
+761.4%
-444.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.5% |
| 7D | +3.9% | +2.9% | +0.9% | +2.8% |
| 30D | +11.9% | -5.6% | +17.5% | +13.9% |
| 3M | -5.0% | -11.7% | +6.7% | -1.6% |
| 6M | +14.6% | -2.8% | +17.4% | +14.1% |
| YTD | +34.5% | +36.4% | -2.0% | +17.6% |
| 1Y | +40.6% | +50.0% | -9.4% | +18.7% |
| 3Y | +261.7% | +122.3% | +139.4% | +153.2% |
| 5Y | +192.3% | +273.2% | -80.9% | +56.6% |
| All | +316.9% | +761.4% | -444.5% | +45.3% |
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 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