-42.6%
BROS vs STLD
+274.1%
-316.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.2% | +9.7% | +7.7% |
| 7D | +6.3% | +2.9% | +3.4% | +5.0% |
| 30D | -8.3% | -5.6% | -2.8% | -6.0% |
| 3M | -29.8% | -11.7% | -18.1% | -26.6% |
| 6M | -25.8% | -2.8% | -23.1% | -26.2% |
| YTD | -41.4% | +36.4% | -77.8% | -49.2% |
| 1Y | -35.2% | +50.0% | -85.2% | -45.8% |
| 3Y | +32.8% | +122.3% | -89.5% | -8.2% |
| All | -42.6% | +274.1% | -316.7% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling