+289.5%
BNY vs STLD
+140.5%
+149.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.3% | -2.8% | +3.1% | +0.9% |
| 30D | +1.9% | -10.4% | +12.3% | +4.3% |
| 3M | +13.9% | -10.6% | +24.5% | +16.4% |
| 6M | +42.3% | +32.7% | +9.6% | +32.3% |
| YTD | +41.8% | +42.8% | -1.0% | +29.2% |
| 1Y | +57.9% | +86.9% | -29.0% | +34.1% |
| All | +289.5% | +140.5% | +149.0% | +196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling