+27.0%
BROS vs STLD
+307.2%
-280.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | -6.7% | +3.1% | -9.8% | -7.7% |
| 30D | -29.1% | -9.0% | -20.1% | -26.9% |
| 3M | -16.7% | -12.4% | -4.3% | -13.5% |
| 6M | -11.6% | +25.5% | -37.1% | -20.0% |
| YTD | -23.9% | +43.6% | -67.5% | -34.6% |
| 1Y | -34.8% | +87.2% | -122.0% | -49.2% |
| 3Y | +62.1% | +135.2% | -73.2% | +12.9% |
| All | +27.0% | +307.2% | -280.2% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling