+9,545.5%
STLD vs BB
+258.8%
+9,286.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | -5.6% | +8.8% | +4.1% |
| 30D | -9.0% | -11.8% | +2.8% | -7.3% |
| 3M | -12.4% | -25.5% | +13.2% | -9.3% |
| 6M | +25.5% | +121.3% | -95.8% | +7.9% |
| YTD | +43.6% | +103.2% | -59.5% | +25.0% |
| 1Y | +87.2% | +102.6% | -15.4% | +62.1% |
| 3Y | +135.2% | +37.5% | +97.7% | +106.0% |
| 5Y | +290.9% | -30.4% | +321.3% | +269.5% |
| 10Y | +1,113.5% | 0.0% | +1,113.5% | +823.7% |
| All | +9,545.5% | +258.8% | +9,286.7% | +9,280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling