+1,575.2%
BNY vs STLD
+8,245.9%
-6,670.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.4% |
| 7D | +3.9% | +2.9% | +0.9% | +2.9% |
| 30D | +11.9% | -5.6% | +17.5% | +13.7% |
| 3M | -5.0% | -11.7% | +6.7% | -1.9% |
| 6M | +14.6% | -2.8% | +17.4% | +14.2% |
| YTD | +34.5% | +36.4% | -2.0% | +19.6% |
| 1Y | +40.6% | +50.0% | -9.4% | +21.3% |
| 3Y | +261.7% | +122.3% | +139.4% | +167.0% |
| 5Y | +192.3% | +273.2% | -80.9% | +75.8% |
| 10Y | +324.0% | +763.8% | -439.8% | +83.0% |
| All | +1,575.2% | +8,245.9% | -6,670.7% | +199.1% |
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