+87.2%
STLD vs BG
+50.1%
+37.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +3.1% | +2.8% | +0.4% | +2.5% |
| 30D | -9.0% | +12.0% | -21.0% | -11.7% |
| 3M | -12.4% | -7.7% | -4.7% | -11.4% |
| 6M | +25.5% | +4.5% | +21.0% | +23.6% |
| YTD | +43.6% | +35.7% | +7.9% | +36.6% |
| 1Y | +87.2% | +50.1% | +37.1% | +72.8% |
| All | +87.2% | +50.1% | +37.1% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling