+294.9%
BKR vs STLD
+8,684.3%
-8,389.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +1.7% | +3.1% | -1.4% | +0.5% |
| 30D | +3.3% | -9.0% | +12.3% | +6.6% |
| 3M | -3.6% | -12.4% | +8.8% | +0.5% |
| 6M | +5.0% | +25.5% | -20.5% | -4.6% |
| YTD | +40.9% | +43.6% | -2.7% | +21.5% |
| 1Y | +39.2% | +87.2% | -48.0% | +8.2% |
| 3Y | +83.7% | +135.2% | -51.5% | +28.8% |
| 5Y | +207.5% | +290.9% | -83.3% | +70.0% |
| 10Y | +136.3% | +1,113.5% | -977.1% | -16.4% |
| All | +294.9% | +8,684.3% | -8,389.4% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling