+11,122.5%
STLD vs BG
+937.2%
+10,185.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +6.9% | +1.5% | +5.4% | +5.9% |
| 30D | -1.5% | -7.0% | +5.6% | +2.2% |
| 3M | -9.7% | -10.0% | +0.3% | -5.3% |
| 6M | +2.3% | -19.8% | +22.1% | +13.9% |
| YTD | +41.0% | +14.3% | +26.7% | +27.1% |
| 1Y | +51.8% | +6.5% | +45.3% | +42.2% |
| 3Y | +126.4% | +4.4% | +122.1% | +104.9% |
| 5Y | +285.7% | +20.2% | +265.5% | +211.5% |
| 10Y | +792.7% | +108.5% | +684.2% | +384.2% |
| All | +11,122.5% | +937.2% | +10,185.3% | +4,232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling