+121.4%
BKR vs STLD
+1,117.5%
-996.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.0% |
| 7D | -6.7% | -3.6% | -3.0% | -5.0% |
| 30D | -8.3% | -10.1% | +1.7% | -4.1% |
| 3M | -5.4% | -11.4% | +6.1% | -0.9% |
| 6M | +0.8% | +30.8% | -30.0% | -12.5% |
| YTD | +31.8% | +40.7% | -8.8% | +10.0% |
| 1Y | +28.6% | +80.8% | -52.2% | -5.4% |
| 3Y | +71.2% | +140.2% | -68.9% | +6.4% |
| 5Y | +179.2% | +288.5% | -109.2% | +24.9% |
| All | +121.4% | +1,117.5% | -996.1% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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