+740.9%
STLD vs BG
+111.0%
+629.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -4.1% |
| 7D | +2.9% | +2.6% | +0.4% | +1.5% |
| 30D | -5.6% | -6.7% | +1.1% | -2.6% |
| 3M | -11.7% | -9.3% | -2.5% | -8.2% |
| 6M | -2.8% | -18.3% | +15.6% | +6.3% |
| YTD | +36.4% | +16.2% | +20.3% | +22.8% |
| 1Y | +50.0% | +7.6% | +42.4% | +40.4% |
| 3Y | +122.3% | +6.6% | +115.7% | +101.0% |
| 5Y | +273.2% | +22.2% | +251.0% | +201.5% |
| All | +740.9% | +111.0% | +629.9% | +334.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling