-36.5%
BROS vs STLD
+45.5%
-82.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -21.2% | -11.1% | -10.1% | -17.7% |
| 30D | -11.6% | -4.8% | -6.8% | -9.3% |
| 3M | -36.7% | -14.6% | -22.1% | -33.2% |
| 6M | -42.8% | -7.4% | -35.4% | -42.4% |
| YTD | -44.8% | +32.6% | -77.4% | -55.9% |
| 1Y | -36.5% | +47.3% | -83.9% | -56.0% |
| All | -36.5% | +45.5% | -82.0% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling