+83.7%
BSX vs STLD
+1,072.4%
-988.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.8% |
| 7D | -6.4% | +2.7% | -9.1% | -7.0% |
| 30D | -8.8% | -8.4% | -0.3% | -7.3% |
| 3M | -7.6% | -9.9% | +2.2% | -6.1% |
| 6M | -37.0% | +33.0% | -70.0% | -41.4% |
| YTD | -52.8% | +42.6% | -95.4% | -57.1% |
| 1Y | -58.4% | +80.8% | -139.2% | -64.4% |
| 3Y | -16.5% | +143.4% | -159.9% | -35.3% |
| 5Y | -1.2% | +293.4% | -294.6% | -35.9% |
| 10Y | +83.7% | +1,080.4% | -996.7% | -20.2% |
| All | +83.7% | +1,072.4% | -988.6% | -20.2% |
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 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