-4.6%
BROS vs STLD
+303.0%
-307.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | -20.4% | -0.5% | -19.9% | -19.9% |
| 30D | -6.1% | -0.1% | -6.0% | -5.6% |
| 3M | -29.4% | -9.2% | -20.2% | -27.1% |
| 6M | -31.5% | +1.8% | -33.3% | -32.8% |
| YTD | -42.8% | +42.1% | -84.9% | -50.6% |
| 1Y | -37.5% | +58.5% | -96.0% | -48.1% |
| 3Y | +27.2% | +128.2% | -101.0% | -10.1% |
| 5Y | -47.0% | +288.2% | -335.2% | -69.8% |
| All | -4.6% | +303.0% | -307.5% | -44.4% |
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