+277.1%
STLD vs BB
-17.6%
+294.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.9% |
| 7D | +2.9% | +1.8% | +1.1% | +2.6% |
| 30D | -5.6% | +8.1% | -13.7% | -7.0% |
| 3M | -11.7% | -1.0% | -10.7% | -12.3% |
| 6M | -2.8% | +45.9% | -48.7% | -11.1% |
| YTD | +36.4% | +134.8% | -98.4% | +14.4% |
| 1Y | +50.0% | +104.6% | -54.6% | +28.4% |
| 3Y | +122.3% | +152.8% | -30.5% | +75.5% |
| All | +277.1% | -17.6% | +294.7% | +237.2% |
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