+203.6%
BKR vs STLD
+294.9%
-91.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.5% | -2.8% | +1.3% | -0.6% |
| 30D | -0.7% | -10.4% | +9.7% | +2.8% |
| 3M | +0.5% | -10.6% | +11.1% | +3.7% |
| 6M | +6.6% | +32.7% | -26.1% | -4.3% |
| YTD | +41.3% | +42.8% | -1.5% | +23.1% |
| 1Y | +42.2% | +86.9% | -44.7% | +12.3% |
| 3Y | +83.4% | +143.8% | -60.4% | +31.1% |
| 5Y | +203.6% | +293.5% | -89.9% | +94.5% |
| All | +203.6% | +294.9% | -91.3% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling