+292.6%
STLD vs BEN
+39.3%
+253.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -3.2% |
| 7D | +3.1% | +0.2% | +2.9% | +2.9% |
| 30D | -9.0% | -0.5% | -8.4% | -8.9% |
| 3M | -12.4% | +9.7% | -22.1% | -16.3% |
| 6M | +25.5% | +33.9% | -8.4% | +9.2% |
| YTD | +43.6% | +49.0% | -5.4% | +18.9% |
| 1Y | +87.2% | +42.1% | +45.1% | +57.9% |
| 3Y | +135.2% | +51.9% | +83.4% | +86.2% |
| All | +292.6% | +39.3% | +253.3% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling