+272.6%
STLD vs BG
+25.1%
+247.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.3% |
| 7D | -9.7% | +7.4% | -17.1% | -12.2% |
| 30D | -4.5% | -1.5% | -3.0% | -4.2% |
| 3M | -13.1% | -6.1% | -7.0% | -11.6% |
| 6M | -2.8% | -18.0% | +15.3% | +4.2% |
| YTD | +35.3% | +15.6% | +19.7% | +25.0% |
| 1Y | +51.4% | +9.6% | +41.8% | +42.8% |
| 3Y | +117.9% | +6.3% | +111.7% | +103.0% |
| 5Y | +272.6% | +24.6% | +248.0% | +208.1% |
| All | +272.6% | +25.1% | +247.5% | +208.1% |
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