-7.9%
BROS vs STLD
+275.8%
-283.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -21.2% | -11.1% | -10.1% | -17.5% |
| 30D | -11.6% | -4.8% | -6.8% | -9.6% |
| 3M | -36.7% | -14.6% | -22.1% | -33.2% |
| 6M | -42.8% | -7.4% | -35.4% | -41.9% |
| YTD | -44.8% | +32.6% | -77.4% | -51.2% |
| 1Y | -36.5% | +47.3% | -83.9% | -45.9% |
| 3Y | +27.0% | +107.5% | -80.6% | -7.1% |
| 5Y | -50.3% | +268.8% | -319.2% | -70.8% |
| All | -7.9% | +275.8% | -283.8% | -45.0% |
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