+11,329.4%
STLD vs BG
+1,131.5%
+10,197.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +3.1% | +2.8% | +0.4% | +1.5% |
| 30D | -9.0% | +12.0% | -21.0% | -15.1% |
| 3M | -12.4% | -7.7% | -4.7% | -9.0% |
| 6M | +25.5% | +4.5% | +21.0% | +20.5% |
| YTD | +43.6% | +35.7% | +7.9% | +18.5% |
| 1Y | +87.2% | +50.1% | +37.1% | +43.6% |
| 3Y | +135.2% | +12.6% | +122.6% | +105.7% |
| 5Y | +290.9% | +75.4% | +215.4% | +155.0% |
| 10Y | +1,113.5% | +150.5% | +963.0% | +492.2% |
| All | +11,329.4% | +1,131.5% | +10,197.9% | +3,937.3% |
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