+293.4%
STLD vs BG
+84.8%
+208.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -2.5% |
| 7D | +2.7% | +2.4% | +0.3% | +1.6% |
| 30D | -8.4% | +15.0% | -23.5% | -13.8% |
| 3M | -9.9% | -0.7% | -9.2% | -10.1% |
| 6M | +33.0% | +7.5% | +25.5% | +27.8% |
| YTD | +42.6% | +41.6% | +1.0% | +21.6% |
| 1Y | +80.8% | +50.7% | +30.1% | +48.6% |
| 3Y | +143.4% | +20.3% | +123.1% | +118.2% |
| 5Y | +293.4% | +85.2% | +208.2% | +145.2% |
| All | +293.4% | +84.8% | +208.7% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling