+8,153.7%
STLD vs BEN
+842.6%
+7,311.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -3.6% |
| 7D | +3.1% | +0.2% | +2.9% | +2.8% |
| 30D | -9.0% | -0.5% | -8.4% | -8.9% |
| 3M | -12.4% | +9.7% | -22.1% | -17.4% |
| 6M | +25.5% | +33.9% | -8.4% | +5.0% |
| YTD | +43.6% | +49.0% | -5.4% | +12.5% |
| 1Y | +87.2% | +42.1% | +45.1% | +50.2% |
| 3Y | +135.2% | +51.9% | +83.4% | +73.7% |
| 5Y | +290.9% | +39.0% | +251.8% | +191.5% |
| 10Y | +1,113.5% | +57.9% | +1,055.6% | +689.5% |
| All | +8,153.7% | +842.6% | +7,311.1% | +2,708.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling