+27.0%
BROS vs STLD
+105.6%
-78.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.5% |
| 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% | -51.5% |
| 1Y | -36.5% | +47.3% | -83.9% | -46.3% |
| 3Y | +27.0% | +107.5% | -80.6% | -6.8% |
| All | +27.0% | +105.6% | -78.7% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling