+28.2%
BROS vs STLD
+124.8%
-96.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.8% | -3.3% |
| 7D | -19.0% | -4.7% | -14.4% | -17.3% |
| 30D | -7.3% | -0.9% | -6.3% | -6.5% |
| 3M | -31.2% | -11.9% | -19.3% | -28.2% |
| 6M | -33.0% | +0.9% | -34.0% | -34.2% |
| YTD | -42.4% | +40.4% | -82.8% | -50.4% |
| 1Y | -37.7% | +56.6% | -94.3% | -48.5% |
| 3Y | +28.2% | +125.5% | -97.3% | -8.3% |
| All | +28.2% | +124.8% | -96.6% | -8.3% |
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