+8,004.3%
STLD vs BEN
+883.2%
+7,121.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | +6.9% | +11.3% | -4.5% | +0.3% |
| 30D | -1.5% | +15.0% | -16.5% | -9.4% |
| 3M | -9.7% | +7.8% | -17.5% | -14.1% |
| 6M | +2.3% | +15.5% | -13.2% | -6.9% |
| YTD | +41.0% | +55.4% | -14.4% | +7.3% |
| 1Y | +51.8% | +63.3% | -11.4% | +12.1% |
| 3Y | +126.4% | +83.4% | +43.0% | +49.3% |
| 5Y | +285.7% | +28.1% | +257.6% | +205.1% |
| 10Y | +792.7% | +59.1% | +733.6% | +477.2% |
| All | +8,004.3% | +883.2% | +7,121.1% | +2,578.0% |
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