+775.9%
STLD vs BG
+108.1%
+667.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.8% |
| 7D | -0.5% | +3.4% | -3.8% | -2.2% |
| 30D | -0.1% | -3.8% | +3.7% | +1.5% |
| 3M | -9.2% | -9.6% | +0.4% | -5.4% |
| 6M | +1.8% | -19.5% | +21.3% | +12.1% |
| YTD | +42.1% | +14.6% | +27.5% | +28.8% |
| 1Y | +58.5% | +6.6% | +51.9% | +49.0% |
| 3Y | +128.2% | +4.7% | +123.5% | +108.4% |
| 5Y | +288.2% | +22.1% | +266.2% | +213.5% |
| All | +775.9% | +108.1% | +667.8% | +356.3% |
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