+1,080.4%
STLD vs BEN
+56.5%
+1,023.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.7% | +4.7% | -2.0% | 0.0% |
| 30D | -8.4% | +2.6% | -11.0% | -9.8% |
| 3M | -9.9% | +11.5% | -21.4% | -15.5% |
| 6M | +33.0% | +35.3% | -2.3% | +11.8% |
| YTD | +42.6% | +48.6% | -6.1% | +13.5% |
| 1Y | +80.8% | +46.7% | +34.1% | +44.5% |
| 3Y | +143.4% | +57.0% | +86.4% | +79.7% |
| 5Y | +293.4% | +41.8% | +251.6% | +194.9% |
| 10Y | +1,080.4% | +55.2% | +1,025.2% | +654.3% |
| All | +1,080.4% | +56.5% | +1,023.9% | +654.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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