+258.8%
STLD vs BB
-20.8%
+279.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -4.0% | -0.2% |
| 7D | -11.1% | +3.8% | -14.9% | -11.7% |
| 30D | -4.8% | -0.3% | -4.4% | -5.1% |
| 3M | -14.6% | -0.5% | -14.1% | -15.2% |
| 6M | -7.4% | +45.9% | -53.3% | -15.4% |
| YTD | +32.6% | +130.6% | -98.0% | +11.4% |
| 1Y | +47.3% | +89.2% | -41.9% | +27.7% |
| 3Y | +107.5% | +137.5% | -30.0% | +65.7% |
| All | +258.8% | -20.8% | +279.6% | +226.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling