-2.1%
BROS vs STLD
+286.8%
-289.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.2% | +9.7% | +7.6% |
| 7D | +6.3% | +2.9% | +3.4% | +5.1% |
| 30D | -8.3% | -5.6% | -2.8% | -6.2% |
| 3M | -29.8% | -11.7% | -18.1% | -26.8% |
| 6M | -25.8% | -2.8% | -23.1% | -26.1% |
| YTD | -41.4% | +36.4% | -77.8% | -48.7% |
| 1Y | -35.2% | +50.0% | -85.2% | -45.1% |
| 3Y | +32.8% | +122.3% | -89.5% | -5.3% |
| 5Y | -42.2% | +273.2% | -315.4% | -66.6% |
| All | -2.1% | +286.8% | -289.0% | -42.2% |
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