-1.8%
BROS vs STLD
+283.7%
-285.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.5% | +5.9% |
| 7D | -17.9% | -9.7% | -8.3% | -14.5% |
| 30D | -5.4% | -4.5% | -0.8% | -3.3% |
| 3M | -32.1% | -13.1% | -19.0% | -28.7% |
| 6M | -31.7% | -2.8% | -28.9% | -31.9% |
| YTD | -41.2% | +35.3% | -76.5% | -48.3% |
| 1Y | -32.6% | +51.4% | -84.0% | -43.0% |
| 3Y | +32.7% | +117.9% | -85.3% | -4.6% |
| 5Y | -44.2% | +272.6% | -316.8% | -67.6% |
| All | -1.8% | +283.7% | -285.5% | -41.8% |
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