+122.3%
STLD vs BB
+147.9%
-25.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.9% |
| 7D | +2.9% | +1.8% | +1.1% | +2.7% |
| 30D | -5.6% | +8.1% | -13.7% | -6.7% |
| 3M | -11.7% | -1.0% | -10.7% | -12.1% |
| 6M | -2.8% | +45.9% | -48.7% | -10.0% |
| YTD | +36.4% | +134.8% | -98.4% | +17.3% |
| 1Y | +50.0% | +104.6% | -54.6% | +31.2% |
| 3Y | +122.3% | +152.8% | -30.5% | +84.1% |
| All | +122.3% | +147.9% | -25.6% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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